Actual360 Class Reference

Actual/360 day count convention. More...

#include <ql/time/daycounters/actual360.hpp>

Inheritance diagram for Actual360:

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.
std::string	name () const
	Returns the name of the day counter.
Date::serial_type	dayCount (const Date &, const Date &) const
	Returns the number of days between two dates.
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.

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 Symbols inherited from DayCounter
bool	operator== (const DayCounter &, const DayCounter &)
bool	operator!= (const DayCounter &, const DayCounter &)
std::ostream &	operator<< (std::ostream &, const DayCounter &)

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.