QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Actual/360 day count convention. More...
#include <actual360.hpp>
Classes | |
class | Impl |
Public Member Functions | |
Actual360 (const bool includeLastDay=false) | |
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... | |
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 &) |
Actual/360 day count convention.
Actual/360 day count convention, also known as "Act/360", or "A/360".
Definition at line 37 of file actual360.hpp.
Definition at line 60 of file actual360.hpp.