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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><a class="el" href="class_quant_lib_1_1_actual_actual.html">ActualActual</a> </li>
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<!-- doxytag: class="QuantLib::ActualActual" --><!-- doxytag: inherits="QuantLib::DayCounter" -->
<p>Actual/Actual day count.
<a href="class_quant_lib_1_1_actual_actual.html#details">More...</a></p>
<p><code>#include <ql/time/daycounters/actualactual.hpp></code></p>
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Inheritance diagram for ActualActual:</div>
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Public Types</h2></td></tr>
<tr><td class="memItemLeft" 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" align="right" valign="top"><a class="anchor" id="a2f6af47d8c7920afbd03b2c650d2215a"></a><!-- doxytag: member="QuantLib::ActualActual::ActualActual" ref="a2f6af47d8c7920afbd03b2c650d2215a" args="(Convention c=ActualActual::ISDA)" -->
 </td><td class="memItemRight" valign="bottom"><b>ActualActual</b> (Convention c=ActualActual::ISDA)</td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Actual/Actual day count. </p>
<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 class="test"><dt><b><a class="el" href="test.html#_test000154">Tests:</a></b></dt><dd>the correctness of the results is checked against known good values. </dd></dl>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="_bonds_8cpp-example.html#_a27">Bonds.cpp</a>, <a class="el" href="_callable_bonds_8cpp-example.html#_a7">CallableBonds.cpp</a>, <a class="el" href="_f_r_a_8cpp-example.html#_a13">FRA.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#_a25">swapvaluation.cpp</a>.</dd>
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