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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_actual_actual.html">ActualActual</a></div>
<h1>ActualActual Class Reference<br>
<small>
[<a class="el" href="group__daycounters.html">Day counters</a>]</small>
</h1><!-- doxytag: class="QuantLib::ActualActual" --><!-- doxytag: inherits="QuantLib::DayCounter" --><code>#include <ql/DayCounters/actualactual.hpp></code>
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Inheritance diagram for ActualActual:<p><center><img src="class_quant_lib_1_1_actual_actual__inherit__graph.png" border="0" usemap="#_actual_actual__inherit__map" alt="Inheritance graph"></center>
<map name="_actual_actual__inherit__map">
<area href="class_quant_lib_1_1_day_counter.html" shape="rect" coords="172,82,273,106" alt="">
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_actual_actual-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Actual/Actual day count.
<p>
The day count can be calculated according to:<p>
<ul>
<li>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";</li><li>the ISMA and US Treasury convention, also known as "Actual/Actual (Bond)";</li><li>the AFB convention, also known as "Actual/Actual (Euro)".</li></ul>
<p>
For more details, refer to <a href="http://www.isda.org/publications/pdf/Day-Count-Fracation1999.pdf">http://www.isda.org/publications/pdf/Day-Count-Fracation1999.pdf</a><p>
<dl compact><dt><b><a class="el" href="test.html#_test000012">Tests:</a></b></dt><dd>the correctness of the results is checked against known good values. </dd></dl>
<dl compact><dt><b>Examples: </b></dt><dd>
<p>
<a class="el" href="_f_r_a_8cpp-example.html#_a13">FRA.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#_a23">swapvaluation.cpp</a>.</dl>
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<tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><b>Convention</b> { <br>
<b>ISMA</b>,
<b>Bond</b>,
<b>ISDA</b>,
<b>Historical</b>,
<br>
<b>Actual365</b>,
<b>AFB</b>,
<b>Euro</b>
<br>
}</td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2f6af47d8c7920afbd03b2c650d2215a"></a><!-- doxytag: member="QuantLib::ActualActual::ActualActual" ref="2f6af47d8c7920afbd03b2c650d2215a" args="(Convention c=ActualActual::ISDA)" -->
</td><td class="memItemRight" valign="bottom"><b>ActualActual</b> (Convention c=ActualActual::ISDA)</td></tr>
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