Day counters
[Date and time calculations]


Detailed Description

The 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.


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


Typedef Documentation

typedef Actual365Fixed Actual365
 

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.

Deprecated:
use ActualActual or Actual365Fixed instead


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