![]() QuantLib 0.3.6User manualIntroduction to QuantLibQuantLib componentsReference manual |
Date and time calculationsDatesThe concrete class QuantLib::Date implements the concept of date. Its functionalities include:
CalendarsThe abstract class QuantLib::Calendar provides the interface for determining whether a date is a business day or a holiday for a given market, or incrementing/decrementing a date of a given number of business days. A number of calendars is contained in the ql/Calendars directory.Day countersThe abstract class QuantLib::DayCounter provides more advanced means of measuring the distance between two dates according to a given market convention, both as number of days of fraction of year. A number of such conventions is contained in the ql/DayCounters directory, namely,
|
QuantLib.org![]() |
Hosted by![]() |
Documentation generated by![]() |