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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file actual360.hpp
    \brief act/360 day counter

#ifndef quantlib_actual360_day_counter_h
#define quantlib_actual360_day_counter_h

#include <ql/daycounter.hpp>

namespace QuantLib {

    //! Actual/360 day count convention

    /*! Actual/360 day count convention, also known as "Act/360", or "A/360".

        \ingroup daycounters
00037     class Actual360 : public DayCounter {
00039         class Impl : public DayCounter::Impl {
            std::string name() const { return std::string("act/360"); }
            Time yearFraction(const Date& d1, const Date& d2,
                              const Date&, const Date&) const {
                return dayCount(d1,d2)/360.0;
        : DayCounter(boost::shared_ptr<DayCounter::Impl>(
                                                      new Actual360::Impl)) {}



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