Actual/Actual day count. More...

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

Inheritance diagram for ActualActual:

Public Types
enum	Convention { ISMA, Bond, ISDA, Historical, Actual365, AFB, Euro }

Public Member Functions
	ActualActual (Convention c=ActualActual::ISDA, const Schedule &schedule=Schedule())

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/Actual day count.

The day count can be calculated according to:

the ISDA convention, also known as "Actual/Actual (Historical)", "Actual/Actual", "Act/Act", and according to ISDA also "Actual/365", "Act/365", and "A/365";
the ISMA and US Treasury convention, also known as "Actual/Actual (Bond)";
the AFB convention, also known as "Actual/Actual (Euro)".

Tests:: the correctness of the results is checked against known good values.

Public Types