|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
abstract base class for day counter implementations More...
#include <daycounter.hpp>
Inheritance diagram for DayCounter::Impl:
Collaboration diagram for DayCounter::Impl:Public Member Functions | |
| 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 |
abstract base class for day counter implementations
Definition at line 47 of file daycounter.hpp.
|
virtualdefault |
|
pure virtual |
Implemented in Actual360::Impl, Actual364::Impl, Actual36525::Impl, Actual365Fixed::Impl, Actual365Fixed::CA_Impl, Actual365Fixed::NL_Impl, Actual366::Impl, ActualActual::ISMA_Impl, ActualActual::Old_ISMA_Impl, ActualActual::ISDA_Impl, ActualActual::AFB_Impl, Business252::Impl, OneDayCounter::Impl, SimpleDayCounter::Impl, Thirty360::US_Impl, Thirty360::ISMA_Impl, Thirty360::EU_Impl, Thirty360::IT_Impl, Thirty360::ISDA_Impl, Thirty360::NASD_Impl, and Thirty365::Impl.
|
virtual |
to be overloaded by more complex day counters
Reimplemented in Actual360::Impl, Actual36525::Impl, Actual365Fixed::NL_Impl, Actual366::Impl, Business252::Impl, OneDayCounter::Impl, SimpleDayCounter::Impl, Thirty360::US_Impl, Thirty360::ISMA_Impl, Thirty360::EU_Impl, Thirty360::IT_Impl, Thirty360::ISDA_Impl, Thirty360::NASD_Impl, and Thirty365::Impl.
Definition at line 52 of file daycounter.hpp.
Here is the caller graph for this function:
|
pure virtual |
Implemented in Actual360::Impl, Actual364::Impl, Actual36525::Impl, Actual365Fixed::Impl, Actual366::Impl, ActualActual::ISDA_Impl, ActualActual::AFB_Impl, Business252::Impl, OneDayCounter::Impl, SimpleDayCounter::Impl, Thirty360::Thirty360_Impl, Thirty365::Impl, Actual365Fixed::CA_Impl, Actual365Fixed::NL_Impl, ActualActual::ISMA_Impl, and ActualActual::Old_ISMA_Impl.