QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Actual360 Class Reference

Actual/360 day count convention. More...

#include <actual360.hpp>

+ Inheritance diagram for Actual360:
+ Collaboration diagram for Actual360:

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< Implimpl_
 

Detailed Description

Actual/360 day count convention.

Actual/360 day count convention, also known as "Act/360", or "A/360".

Examples
Bonds.cpp, CDS.cpp, CVAIRS.cpp, Gaussian1dModels.cpp, MulticurveBootstrapping.cpp, and Repo.cpp.

Definition at line 37 of file actual360.hpp.

Constructor & Destructor Documentation

◆ Actual360()

Actual360 ( const bool  includeLastDay = false)
explicit

Definition at line 60 of file actual360.hpp.