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QuantLib_Actual365Fixed
Langue: en
Version: 379192 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Actual365Fixed -Actual/365 (Fixed) day count convention.
SYNOPSIS
#include <ql/time/daycounters/actual365fixed.hpp>
Inherits QuantLib::DayCounter.
Detailed Description
Actual/365 (Fixed) day count convention.
Warning
- According to ISDA, 'Actual/365' (without 'Fixed') is an alias for 'Actual/Actual (ISDA)' (see ActualActual.) If Actual/365 is not explicitly specified as fixed in an instrument specification, you might want to double-check its meaning.
Examples:
BermudanSwaption.cpp, Bonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, and Replication.cpp.
Author
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Contenus ©2006-2024 Benjamin Poulain
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