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< 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
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()
Definition at line 60 of file actual360.hpp.