![]() QuantLib 0.3.8Getting startedReference manual |
Day counters |
Classes | |
class | Actual360 |
Actual/360 day count convention. More... | |
class | Actual365Fixed |
Actual/365 (Fixed) day count convention. More... | |
class | ActualActual |
Actual/Actual day count. More... | |
class | OneDayCounter |
1/1 day count convention More... | |
class | SimpleDayCounter |
Simple day counter for reproducing theoretical calculations. More... | |
class | Thirty360 |
30/360 day count convention More... | |
Typedefs | |
typedef Actual365Fixed | QuantLib::Actual365 |
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Actual/365 day count convention As per ISDA documentation Actual/365 is the same as Actual/Actual. You should use the ActualActual class instead, or maybe you want to use the Actual365Fixed class.
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