Simple day counter for reproducing theoretical calculations. More...
#include <simpledaycounter.hpp>
Inheritance diagram for SimpleDayCounter:
Collaboration diagram for SimpleDayCounter:
Classes | |
| class | Impl |
Public Member Functions | |
| SimpleDayCounter () | |
| 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 &) |
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.
Definition at line 46 of file simpledaycounter.hpp.
Constructor & Destructor Documentation
◆ SimpleDayCounter()
| SimpleDayCounter | ( | ) |
Definition at line 56 of file simpledaycounter.hpp.