1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>DayCounter::Impl Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="185" height="50" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 1.2</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.7.6.1 -->
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_day_counter_1_1_impl.html">Impl</a> </li>
</ul>
</div>
</div>
<div class="header">
<div class="summary">
<a href="#pub-methods">Public Member Functions</a> </div>
<div class="headertitle">
<div class="title">DayCounter::Impl Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::DayCounter::Impl" -->
<p>abstract base class for day counter implementations
<a href="class_quant_lib_1_1_day_counter_1_1_impl.html#details">More...</a></p>
<p><code>#include <ql/time/daycounter.hpp></code></p>
<p>Inherited by Actual360::Impl, Actual365Fixed::Impl, ActualActual::AFB_Impl, ActualActual::ISDA_Impl, ActualActual::ISMA_Impl, Business252::Impl, OneDayCounter::Impl, SimpleDayCounter::Impl, Thirty360::EU_Impl, Thirty360::IT_Impl, and Thirty360::US_Impl.</p>
<p><a href="class_quant_lib_1_1_day_counter_1_1_impl-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7f04e718c6856c4d3d77a496b6acad0d"></a><!-- doxytag: member="QuantLib::DayCounter::Impl::name" ref="a7f04e718c6856c4d3d77a496b6acad0d" args="() const =0" -->
virtual std::string </td><td class="memItemRight" valign="bottom"><b>name</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a90dd5471f782a5f846b198b211f2f8f0"></a><!-- doxytag: member="QuantLib::DayCounter::Impl::dayCount" ref="a90dd5471f782a5f846b198b211f2f8f0" args="(const Date &d1, const Date &d2) const " -->
virtual <a class="el" href="group__types.html#ga4f0ecbbf99e41b6d69cd54871d5d2b9e">BigInteger</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_day_counter_1_1_impl.html#a90dd5471f782a5f846b198b211f2f8f0">dayCount</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">to be overloaded by more complex day counters <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae8632ad4f1823e4db1f0a933bc2814cf"></a><!-- doxytag: member="QuantLib::DayCounter::Impl::yearFraction" ref="ae8632ad4f1823e4db1f0a933bc2814cf" args="(const Date &d1, const Date &d2, const Date &refPeriodStart, const Date &refPeriodEnd) const =0" -->
virtual <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>yearFraction</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d1, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d2, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &refPeriodStart, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &refPeriodEnd) const =0</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>abstract base class for day counter implementations </p>
</div></div><!-- contents -->
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>
</div>
</body>
</html>
|
