DayCounter Class Reference
[Date and time calculations]
#include <ql/daycounter.hpp>
Inheritance diagram for DayCounter:

Detailed Description
day counter classThis class provides methods for determining the length of a time period according to given market convention, both as a number of days and as a year fraction.
The Bridge pattern is used to provide the base behavior of the day counter.
- Examples:
-
BermudanSwaption.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FRA.cpp, Replication.cpp, Repo.cpp, and swapvaluation.cpp.
Public Member Functions | |
DayCounter () | |
DayCounter interface | |
bool | empty () const |
Returns whether or not the day counter is initialized. | |
std::string | name () const |
Returns the name of the day counter. | |
BigInteger | dayCount (const Date &, const Date &) const |
Returns the number of days between two dates. | |
Time | yearFraction (const Date &, const Date &, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) const |
Returns the period between two dates as a fraction of year. | |
Protected Member Functions | |
DayCounter (const boost::shared_ptr< Impl > &impl) | |
Protected Attributes | |
boost::shared_ptr< Impl > | impl_ |
Related Functions | |
(Note that these are not member functions.) | |
bool | operator== (const DayCounter &, const DayCounter &) |
bool | operator!= (const DayCounter &, const DayCounter &) |
std::ostream & | operator<< (std::ostream &, const DayCounter &) |
Classes | |
class | Impl |
abstract base class for day counter implementations More... |
Constructor & Destructor Documentation
DayCounter | ( | const boost::shared_ptr< Impl > & | impl | ) | [protected] |
This constructor can be invoked by derived classes which define a given implementation.
DayCounter | ( | ) |
The default constructor returns a day counter with a null implementation, which is therefore unusable except as a placeholder.
Member Function Documentation
std::string name | ( | ) | const |
Returns the name of the day counter.
- Warning:
- This method is used for output and comparison between day counters. It is not meant to be used for writing switch-on-type code.
Friends And Related Function Documentation
bool operator== | ( | const DayCounter & | , | |
const DayCounter & | ||||
) | [related] |
Returns true
iff the two day counters belong to the same derived class.
bool operator!= | ( | const DayCounter & | , | |
const DayCounter & | ||||
) | [related] |
std::ostream & operator<< | ( | std::ostream & | , | |
const DayCounter & | ||||
) | [related] |