A free/open-source library for quantitative finance
Fully annotated sources - version 1.22
Classes | Public Types | Public Member Functions | Static Private Member Functions | List of all members
Actual365Fixed Class Reference

Actual/365 (Fixed) day count convention. More...

#include <ql/time/daycounters/actual365fixed.hpp>

+ Inheritance diagram for Actual365Fixed:
+ Collaboration diagram for Actual365Fixed:


class  CA_Impl
class  Impl
class  NL_Impl

Public Types

enum  Convention { Standard, Canadian, NoLeap }

Public Member Functions

 Actual365Fixed (Convention c=Actual365Fixed::Standard)
- 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...

Static Private Member Functions

static ext::shared_ptr< DayCounter::Implimplementation (Convention)

Additional Inherited Members

- Protected Member Functions inherited from DayCounter
 DayCounter (ext::shared_ptr< Impl > impl)
- Protected Attributes inherited from DayCounter
ext::shared_ptr< Implimpl_

Detailed Description

Actual/365 (Fixed) day count convention.

"Actual/365 (Fixed)" day count convention, also know as "Act/365 (Fixed)", "A/365 (Fixed)", or "A/365F".

According to ISDA, "Actual/365" (without "Fixed") is an alias for "Actual/Actual (ISDA)" (see ActualActual.) If Actual/365 is not explicitly specified as fixed in an instrument specification, you might want to double-check its meaning.
BasketLosses.cpp, BermudanSwaption.cpp, Bonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, Gaussian1dModels.cpp, LatentModel.cpp, MulticurveBootstrapping.cpp, and Replication.cpp.

Definition at line 45 of file actual365fixed.hpp.

Member Enumeration Documentation

◆ Convention

enum Convention

Definition at line 47 of file actual365fixed.hpp.

Constructor & Destructor Documentation

◆ Actual365Fixed()

Definition at line 48 of file actual365fixed.hpp.

Member Function Documentation

◆ implementation()

ext::shared_ptr< DayCounter::Impl > implementation ( Actual365Fixed::Convention  c)

Definition at line 27 of file actual365fixed.cpp.