QuantLib_Actual360

Langue: en

Autres versions - même langue

Version: 378186 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::Actual360 -

Actual/360 day count convention.

SYNOPSIS


#include <ql/time/daycounters/actual360.hpp>

Inherits QuantLib::DayCounter.

Detailed Description

Actual/360 day count convention.

Actual/360 day count convention, also known as 'Act/360', or 'A/360'.

Examples:

Bonds.cpp, Repo.cpp, and swapvaluation.cpp.

Author

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