Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

QuantLib::Actual365Fixed Class Reference

#include <actual365fixed.hpp>

Inheritance diagram for QuantLib::Actual365Fixed:

QuantLib::DayCounter

List of all members.


Detailed Description

Actual/365 (Fixed) day count convention.

"Actual/365 (Fixed)" day count convention, also know as "Act/365 (Fixed)", "A/365 (Fixed)", or "A/365F".

Warning:
According to ISDA, "Actual/365" (without "Fixed") is an alias for "Actual/Actual (ISDA)" (see ActualActual.) If Actual/365 is not explicitly specified as fixed in an instrument specification, you might want to double-check its meaning.

Definition at line 44 of file actual365fixed.hpp.


Public Member Functions

DayCounter interface
BigInteger dayCount (const Date &, const Date &) const
 Returns the number of days between two dates.
bool empty () const
 Returns whether or not the day counter is initialized.
std::string name () const
 Returns the name of the day counter.
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 Attributes

boost::shared_ptr< Implimpl_

Related Functions

(Note that these are not member functions.)

bool operator!= (const DayCounter &, const DayCounter &)
std::ostream & operator<< (std::ostream &, const DayCounter &)
bool operator== (const DayCounter &, const DayCounter &)

Classes

class  Impl

The documentation for this class was generated from the following file:

Generated by  Doxygen 1.6.0   Back to index