QuantLib_DayCounter_Impl

Langue: en

Autres versions - même langue

Version: 382237 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::DayCounter::Impl -

abstract base class for day counter implementations

SYNOPSIS


#include <ql/time/daycounter.hpp>

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.

Public Member Functions


virtual std::string name () const =0

virtual BigInteger dayCount (const Date &d1, const Date &d2) const
to be overloaded by more complex day counters
virtual Time yearFraction (const Date &d1, const Date &d2, const Date &refPeriodStart, const Date &refPeriodEnd) const =0

Detailed Description

abstract base class for day counter implementations

Author

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