|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Classes | |
| class | Actual360 |
| Actual/360 day count convention. More... | |
| class | Actual364 |
| Actual/364 day count convention. More... | |
| class | Actual36525 |
| Actual/365.25 day count convention. More... | |
| class | Actual365Fixed |
| Actual/365 (Fixed) day count convention. More... | |
| class | Actual366 |
| Actual/366 day count convention. More... | |
| class | ActualActual |
| Actual/Actual day count. More... | |
| class | Business252 |
| Business/252 day count convention. More... | |
| class | OneDayCounter |
| 1/1 day count convention More... | |
| class | SimpleDayCounter |
| Simple day counter for reproducing theoretical calculations. More... | |
| class | Thirty360 |
| 30/360 day count convention More... | |
| class | Thirty365 |
| 30/365 day count convention More... | |
The class QuantLib::DayCounter provides more advanced means of measuring the distance between two dates according to a given market convention, both as number of days of fraction of year. A number of such conventions is contained in the ql/time/daycounters directory.