Inheritance diagram for Thirty360::ISDA_Impl:
Collaboration diagram for Thirty360::ISDA_Impl:
Public Member Functions | |
| ISDA_Impl (const Date &terminationDate) | |
| std::string | name () const override |
| Date::serial_type | dayCount (const Date &d1, const Date &d2) const override |
| to be overloaded by more complex day counters More... | |
| Public Member Functions inherited from Thirty360::Thirty360_Impl | |
| Time | yearFraction (const Date &d1, const Date &d2, const Date &, const Date &) const override |
| Public Member Functions inherited from DayCounter::Impl | |
| virtual | ~Impl ()=default |
| virtual std::string | name () const =0 |
| virtual Date::serial_type | dayCount (const Date &d1, const Date &d2) const |
| to be overloaded by more complex day counters More... | |
| virtual Time | yearFraction (const Date &d1, const Date &d2, const Date &refPeriodStart, const Date &refPeriodEnd) const =0 |
Private Attributes | |
| Date | terminationDate_ |
Detailed Description
Definition at line 117 of file thirty360.hpp.
Constructor & Destructor Documentation
◆ ISDA_Impl()
Definition at line 119 of file thirty360.hpp.
Member Function Documentation
◆ name()
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overridevirtual |
Implements DayCounter::Impl.
Definition at line 121 of file thirty360.hpp.
◆ dayCount()
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overridevirtual |
to be overloaded by more complex day counters
Reimplemented from DayCounter::Impl.
Definition at line 111 of file thirty360.cpp.
Here is the call graph for this function:
Member Data Documentation
◆ terminationDate_
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private |
Definition at line 124 of file thirty360.hpp.