QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Private Attributes | List of all members
ActualActual::ISMA_Impl Class Referencefinal
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Public Member Functions

 ISMA_Impl (Schedule schedule)
 
std::string name () const override
 
Time yearFraction (const Date &d1, const Date &d2, const Date &refPeriodStart, const Date &refPeriodEnd) 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

Schedule schedule_
 

Detailed Description

Definition at line 57 of file actualactual.hpp.

Constructor & Destructor Documentation

◆ ISMA_Impl()

ISMA_Impl ( Schedule  schedule)
explicit

Definition at line 59 of file actualactual.hpp.

Member Function Documentation

◆ name()

std::string name ( ) const
overridevirtual

Implements DayCounter::Impl.

Definition at line 61 of file actualactual.hpp.

◆ yearFraction()

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

Implements DayCounter::Impl.

Definition at line 149 of file actualactual.cpp.

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Member Data Documentation

◆ schedule_

Schedule schedule_
private

Definition at line 68 of file actualactual.hpp.