A free/open-source library for quantitative finance
Reference manual - version 1.8
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A free/open-source library for quantitative finance
Reference manual - version 1.8
|
Classes | |
| class | Actual360 |
| Actual/360 day count convention. More... | |
| class | Actual365Fixed |
| Actual/365 (Fixed) day count convention. More... | |
| class | Actual365NoLeap |
| Actual/365 (No Leap) day count convention. More... | |
| class | ActualActual |
| Actual/Actual day count. More... | |
| class | Business252 |
| Business/252 day count convention. More... | |
| class | OneDayCounter |
| 1/1 day count convention More... | |
| class | SimpleDayCounter |
| Simple day counter for reproducing theoretical calculations. More... | |
| class | Thirty360 |
| 30/360 day count convention More... | |
Enumerations | |
| enum | Convention { ISMA, Bond, ISDA, Historical, Actual365, AFB, Euro } |
| enum | Convention { USA, BondBasis, European, EurobondBasis, Italian } |
The class QuantLib::DayCounter provides more advanced means of measuring the distance between two dates according to a given market convention, both as number of days of fraction of year. A number of such conventions is contained in the ql/DayCounters directory.