QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Simple day counter for reproducing theoretical calculations. More...
#include <simpledaycounter.hpp>
Classes | |
class | Impl |
Public Member Functions | |
SimpleDayCounter () | |
Public Member Functions inherited from DayCounter | |
DayCounter ()=default | |
bool | empty () const |
Returns whether or not the day counter is initialized. More... | |
std::string | name () const |
Returns the name of the day counter. More... | |
Date::serial_type | dayCount (const Date &, const Date &) const |
Returns the number of days between two dates. More... | |
Time | yearFraction (const Date &, const Date &, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) const |
Returns the period between two dates as a fraction of year. More... | |
Additional Inherited Members | |
Protected Member Functions inherited from DayCounter | |
DayCounter (ext::shared_ptr< Impl > impl) | |
Protected Attributes inherited from DayCounter | |
ext::shared_ptr< Impl > | impl_ |
Related Functions inherited from DayCounter | |
bool | operator== (const DayCounter &, const DayCounter &) |
bool | operator!= (const DayCounter &, const DayCounter &) |
std::ostream & | operator<< (std::ostream &, const DayCounter &) |
Simple day counter for reproducing theoretical calculations.
This day counter tries to ensure that whole-month distances are returned as a simple fraction, i.e., 1 year = 1.0, 6 months = 0.5, 3 months = 0.25 and so forth.
Definition at line 46 of file simpledaycounter.hpp.
SimpleDayCounter | ( | ) |
Definition at line 56 of file simpledaycounter.hpp.