day counter class More...
|abstract base class for day counter implementations More...|
|bool||empty () const|
|Returns whether or not the day counter is initialized. |
|std::string||name () const|
|Returns the name of the day counter. |
|BigInteger||dayCount (const Date &, const Date &) const|
|Returns the number of days between two dates. |
|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. |
|DayCounter (const boost::shared_ptr< Impl > &impl)|
|boost::shared_ptr< Impl >||impl_|
(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 &)|
day counter class
This 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.