QuantLib::DayCounter Class Reference
#include <daycounter.hpp>
Inheritance diagram for QuantLib::DayCounter:
Detailed Description
day counter classThis class provides methods for determining the length of a time period according to given market convention, both as a number of days and as a year fraction.
The Bridge pattern is used to provide the base behavior of the day counter.
Definition at line 43 of file daycounter.hpp.
Public Member Functions | |
| DayCounter () | |
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 Member Functions | |
| DayCounter (const boost::shared_ptr< Impl > &impl) | |
Protected Attributes | |
| boost::shared_ptr< Impl > | impl_ |
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 |
| abstract base class for day counter implementations More... | |
The documentation for this class was generated from the following file:
- QuantLib-1.0/ql/time/daycounter.hpp