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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Inheritance diagram for Actual360::Impl:
Collaboration diagram for Actual360::Impl:Public Member Functions | |
| Impl (const bool includeLastDay) | |
| std::string | name () const override |
| Date::serial_type | dayCount (const Date &d1, const Date &d2) const override |
| to be overloaded by more complex day counters More... | |
| Time | yearFraction (const Date &d1, const Date &d2, const Date &, const Date &) const override |
Public Member Functions inherited from DayCounter::Impl | |
| virtual | ~Impl ()=default |
| virtual std::string | name () const =0 |
| virtual Date::serial_type | dayCount (const Date &d1, const Date &d2) const |
| to be overloaded by more complex day counters More... | |
| virtual Time | yearFraction (const Date &d1, const Date &d2, const Date &refPeriodStart, const Date &refPeriodEnd) const =0 |
Private Attributes | |
| bool | includeLastDay_ |
Definition at line 39 of file actual360.hpp.
Definition at line 43 of file actual360.hpp.
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overridevirtual |
Implements DayCounter::Impl.
Definition at line 45 of file actual360.hpp.
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overridevirtual |
to be overloaded by more complex day counters
Reimplemented from DayCounter::Impl.
Definition at line 50 of file actual360.hpp.
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overridevirtual |
Implements DayCounter::Impl.
Definition at line 54 of file actual360.hpp.
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private |
Definition at line 41 of file actual360.hpp.