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/*
Copyright (C) 2002 Ferdinando Ametrano
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file daycounters.hpp
\brief day counters functions
\fullpath
ql/functions/%daycounters.hpp
*/
// $Id: daycounters.hpp,v 1.3 2002/03/01 14:16:09 nando Exp $
#ifndef quantlib_functions_daycounters_h
#define quantlib_functions_daycounters_h
#include <ql/DayCounters/actual360.hpp>
#include <ql/DayCounters/actual365.hpp>
#include <ql/DayCounters/actualactual.hpp>
#include <ql/DayCounters/thirty360.hpp>
namespace QuantLib {
namespace Functions {
int accrualDays(DayCounter dc, Date d1, Date d2);
double accrualFactor(DayCounter dc, Date d1, Date d2, Date d3, Date d4);
}
}
#endif
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