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<div id="projectbrief">A free/open-source library for quantitative finance</div>
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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_thirty360.html">Thirty360</a></li> </ul>
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<a href="#pub-types">Public Types</a> |
<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">Thirty360 Class Reference<div class="ingroups"><a class="el" href="group__datetime.html">Date and time calculations</a> » <a class="el" href="group__daycounters.html">Day counters</a></div></div> </div>
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<p>30/360 day count convention
<a href="class_quant_lib_1_1_thirty360.html#details">More...</a></p>
<p><code>#include <ql/time/daycounters/thirty360.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for Thirty360:</div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr class="memitem:a63f911c95b83cbc4ac0d194f99c67578"><td class="memItemLeft" align="right" valign="top"><a id="a63f911c95b83cbc4ac0d194f99c67578"></a>enum  </td><td class="memItemRight" valign="bottom"><b>Convention</b> { <br />
  <b>USA</b>,
<b>BondBasis</b>,
<b>European</b>,
<b>EurobondBasis</b>,
<br />
  <b>Italian</b>,
<b>German</b>
<br />
}</td></tr>
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Public Member Functions</h2></td></tr>
<tr class="memitem:ad0422ba0e92378d38c366d7ce56b77f8"><td class="memItemLeft" align="right" valign="top"><a id="ad0422ba0e92378d38c366d7ce56b77f8"></a>
 </td><td class="memItemRight" valign="bottom"><b>Thirty360</b> (Convention c=Thirty360::BondBasis, bool isLastPeriod=false)</td></tr>
<tr class="separator:ad0422ba0e92378d38c366d7ce56b77f8"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_day_counter"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_day_counter')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a></td></tr>
<tr class="memitem:a4c13117cd5659354dad5d3a3d4b36925 inherit pub_methods_class_quant_lib_1_1_day_counter"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_day_counter.html#a4c13117cd5659354dad5d3a3d4b36925">DayCounter</a> ()</td></tr>
<tr class="separator:a4c13117cd5659354dad5d3a3d4b36925 inherit pub_methods_class_quant_lib_1_1_day_counter"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a644718bb2fb240de962dc3c9a1fdf0dc inherit pub_methods_class_quant_lib_1_1_day_counter"><td class="memItemLeft" align="right" valign="top"><a id="a644718bb2fb240de962dc3c9a1fdf0dc"></a>
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_day_counter.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a> () const</td></tr>
<tr class="memdesc:a644718bb2fb240de962dc3c9a1fdf0dc inherit pub_methods_class_quant_lib_1_1_day_counter"><td class="mdescLeft"> </td><td class="mdescRight">Returns whether or not the day counter is initialized. <br /></td></tr>
<tr class="separator:a644718bb2fb240de962dc3c9a1fdf0dc inherit pub_methods_class_quant_lib_1_1_day_counter"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1d89c28bd42ba9a52da008bb69367171 inherit pub_methods_class_quant_lib_1_1_day_counter"><td class="memItemLeft" align="right" valign="top">std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_day_counter.html#a1d89c28bd42ba9a52da008bb69367171">name</a> () const</td></tr>
<tr class="memdesc:a1d89c28bd42ba9a52da008bb69367171 inherit pub_methods_class_quant_lib_1_1_day_counter"><td class="mdescLeft"> </td><td class="mdescRight">Returns the name of the day counter. <a href="class_quant_lib_1_1_day_counter.html#a1d89c28bd42ba9a52da008bb69367171">More...</a><br /></td></tr>
<tr class="separator:a1d89c28bd42ba9a52da008bb69367171 inherit pub_methods_class_quant_lib_1_1_day_counter"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1030acc5095401c041d13d1c3fb9d9c6 inherit pub_methods_class_quant_lib_1_1_day_counter"><td class="memItemLeft" align="right" valign="top"><a id="a1030acc5095401c041d13d1c3fb9d9c6"></a>
<a class="el" href="class_quant_lib_1_1_date.html#a4c0b362accace7d0490c5ededaef9a2e">Date::serial_type</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_day_counter.html#a1030acc5095401c041d13d1c3fb9d9c6">dayCount</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &) const</td></tr>
<tr class="memdesc:a1030acc5095401c041d13d1c3fb9d9c6 inherit pub_methods_class_quant_lib_1_1_day_counter"><td class="mdescLeft"> </td><td class="mdescRight">Returns the number of days between two dates. <br /></td></tr>
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<tr class="memitem:a28170faaec75755611ff6fc220c1fab8 inherit pub_methods_class_quant_lib_1_1_day_counter"><td class="memItemLeft" align="right" valign="top"><a id="a28170faaec75755611ff6fc220c1fab8"></a>
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_day_counter.html#a28170faaec75755611ff6fc220c1fab8">yearFraction</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &refPeriodStart=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &refPeriodEnd=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>()) const</td></tr>
<tr class="memdesc:a28170faaec75755611ff6fc220c1fab8 inherit pub_methods_class_quant_lib_1_1_day_counter"><td class="mdescLeft"> </td><td class="mdescRight">Returns the period between two dates as a fraction of year. <br /></td></tr>
<tr class="separator:a28170faaec75755611ff6fc220c1fab8 inherit pub_methods_class_quant_lib_1_1_day_counter"><td class="memSeparator" colspan="2"> </td></tr>
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Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_day_counter"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_day_counter')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a></td></tr>
<tr class="memitem:aaa4f1efef860b6bb4fcd980868483229 inherit pro_methods_class_quant_lib_1_1_day_counter"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_day_counter.html#aaa4f1efef860b6bb4fcd980868483229">DayCounter</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_day_counter_1_1_impl.html">Impl</a> > &impl)</td></tr>
<tr class="separator:aaa4f1efef860b6bb4fcd980868483229 inherit pro_methods_class_quant_lib_1_1_day_counter"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_day_counter"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_day_counter')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a></td></tr>
<tr class="memitem:ac29a938cdc70db8abcde7a84fe62f9b4 inherit pro_attribs_class_quant_lib_1_1_day_counter"><td class="memItemLeft" align="right" valign="top"><a id="ac29a938cdc70db8abcde7a84fe62f9b4"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_day_counter_1_1_impl.html">Impl</a> > </td><td class="memItemRight" valign="bottom"><b>impl_</b></td></tr>
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<tr class="inherit_header related_class_quant_lib_1_1_day_counter"><td colspan="2" onclick="javascript:toggleInherit('related_class_quant_lib_1_1_day_counter')"><img src="closed.png" alt="-"/> Related Functions inherited from <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a></td></tr>
<tr class="memitem:acbca520b46832e1a53e72053c233692c inherit related_class_quant_lib_1_1_day_counter"><td class="memItemLeft" align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_day_counter.html#acbca520b46832e1a53e72053c233692c">operator==</a> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &)</td></tr>
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<tr class="memitem:a0f7511e2a309e1588a2f300def9b495c inherit related_class_quant_lib_1_1_day_counter"><td class="memItemLeft" align="right" valign="top"><a id="a0f7511e2a309e1588a2f300def9b495c"></a>
bool </td><td class="memItemRight" valign="bottom"><b>operator!=</b> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &)</td></tr>
<tr class="separator:a0f7511e2a309e1588a2f300def9b495c inherit related_class_quant_lib_1_1_day_counter"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a68dd78dd1968d9b0c1d0702a6f3be500 inherit related_class_quant_lib_1_1_day_counter"><td class="memItemLeft" align="right" valign="top"><a id="a68dd78dd1968d9b0c1d0702a6f3be500"></a>
std::ostream & </td><td class="memItemRight" valign="bottom"><b>operator<<</b> (std::ostream &, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &)</td></tr>
<tr class="separator:a68dd78dd1968d9b0c1d0702a6f3be500 inherit related_class_quant_lib_1_1_day_counter"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>30/360 day count convention </p>
<p>The 30/360 day count can be calculated according to US, European, Italian or German conventions.</p>
<p>US (NASD) convention: if the starting date is the 31st of a month, it becomes equal to the 30th of the same month. If the ending date is the 31st of a month and the starting date is earlier than the 30th of a month, the ending date becomes equal to the 1st of the next month, otherwise the ending date becomes equal to the 30th of the same month. Also known as "30/360", "360/360", or "Bond Basis"</p>
<p>European convention: starting dates or ending dates that occur on the 31st of a month become equal to the 30th of the same month. Also known as "30E/360", or "Eurobond Basis"</p>
<p>Italian convention: starting dates or ending dates that occur on February and are grater than 27 become equal to 30 for computational sake.</p>
<p>German convention: starting dates or ending dates that occur on the last day of February become equal to 30 for computational sake, except for the termination date. Also known as "30E/360 ISDA" </p>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_bermudan_swaption_8cpp-example.html#_a18">BermudanSwaption.cpp</a>, <a class="el" href="_bonds_8cpp-example.html#_a30">Bonds.cpp</a>, <a class="el" href="_c_d_s_8cpp-example.html#_a34">CDS.cpp</a>, <a class="el" href="_convertible_bonds_8cpp-example.html#_a19">ConvertibleBonds.cpp</a>, <a class="el" href="_gaussian1d_models_8cpp-example.html#_a15">Gaussian1dModels.cpp</a>, <a class="el" href="_multicurve_bootstrapping_8cpp-example.html#_a25">MulticurveBootstrapping.cpp</a>, and <a class="el" href="_repo_8cpp-example.html#_a10">Repo.cpp</a>.</dd>
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