Actual/365 (Fixed) day count convention. More...
#include <actual365fixed.hpp>
Inheritance diagram for Actual365Fixed:
Collaboration diagram for Actual365Fixed:
Classes | |
| 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::Impl > | implementation (Convention) |
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 &) |
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".
- Warning:
- 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.
- Examples
- 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 |
| Enumerator | |
|---|---|
| Standard | |
| Canadian | |
| NoLeap | |
Definition at line 47 of file actual365fixed.hpp.
Constructor & Destructor Documentation
◆ Actual365Fixed()
|
explicit |
Definition at line 48 of file actual365fixed.hpp.
Member Function Documentation
◆ implementation()
|
staticprivate |
Definition at line 27 of file actual365fixed.cpp.