Actual/365 (Fixed) day count convention. More...

#include <ql/time/daycounters/actual365fixed.hpp>

Inheritance diagram for Actual365Fixed:

Public Types
enum	Convention { Standard, Canadian, NoLeap }

Public Member Functions
	Actual365Fixed (Convention c=Actual365Fixed::Standard)

Public Member Functions inherited from DayCounter
	DayCounter ()

bool	empty () const
	Returns whether or not the day counter is initialized.

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.

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.

Additional Inherited Members
Protected Member Functions inherited from DayCounter
	DayCounter (const 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/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.

Examples: BasketLosses.cpp, BermudanSwaption.cpp, Bonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, Gaussian1dModels.cpp, LatentModel.cpp, MulticurveBootstrapping.cpp, and Replication.cpp.

Public Types