QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
Actual360::Impl Class Referencefinal
+ Inheritance diagram for Actual360::Impl:
+ Collaboration diagram for Actual360::Impl:

Public Member Functions

 Impl (const bool includeLastDay)
 
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...
 
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

bool includeLastDay_
 

Detailed Description

Definition at line 39 of file actual360.hpp.

Constructor & Destructor Documentation

◆ Impl()

Impl ( const bool  includeLastDay)
explicit

Definition at line 43 of file actual360.hpp.

Member Function Documentation

◆ name()

std::string name ( ) const
overridevirtual

Implements DayCounter::Impl.

Definition at line 45 of file actual360.hpp.

◆ dayCount()

Date::serial_type dayCount ( const Date d1,
const Date d2 
) const
overridevirtual

to be overloaded by more complex day counters

Reimplemented from DayCounter::Impl.

Definition at line 50 of file actual360.hpp.

◆ yearFraction()

Time yearFraction ( const Date d1,
const Date d2,
const Date ,
const Date  
) const
overridevirtual

Implements DayCounter::Impl.

Definition at line 54 of file actual360.hpp.

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Member Data Documentation

◆ includeLastDay_

bool includeLastDay_
private

Definition at line 41 of file actual360.hpp.