SimpleDayCounter Class Reference

Simple day counter for reproducing theoretical calculations. More...

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

Inheritance diagram for SimpleDayCounter:

Additional Inherited Members
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.
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

Simple day counter for reproducing theoretical calculations.

This day counter tries to ensure that whole-month distances are returned as a simple fraction, i.e., 1 year = 1.0, 6 months = 0.5, 3 months = 0.25 and so forth.

Warning:

this day counter should be used together with NullCalendar, which ensures that dates at whole-month distances share the same day of month. It is not guaranteed to work with any other calendar.

Tests:

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

Examples

FittedBondCurve.cpp.