SimpleDayCounter Class Reference

Simple day counter for reproducing theoretical calculations. More...

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

Inheritance diagram for SimpleDayCounter:

Additional Inherited Members
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.
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

Simple day counter for reproducing theoretical calculations.

This day counter tries to ensure that whole-month distances are returned as a simple fraction, i.e., 1 year = 1.0, 6 months = 0.5, 3 months = 0.25 and so forth.

Warning

this day counter should be used together with NullCalendar, which ensures that dates at whole-month distances share the same day of month. It is not guaranteed to work with any other calendar.

Tests

the correctness of the results is checked against known good values.

Examples

FittedBondCurve.cpp.