dayCount (3) - Linux Manuals
dayCount: day counter class
NAME
QuantLib::DayCounter - day counter class
SYNOPSIS
#include <ql/time/daycounter.hpp>
Inherited by Actual360, Actual365Fixed, ActualActual, Business252, OneDayCounter, SimpleDayCounter, and Thirty360.
Classes
class Impl
abstract base class for day counter implementations
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 &)
Detailed Description
day counter class
This 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, Bonds.cpp, CallableBonds.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FittedBondCurve.cpp, FRA.cpp, Replication.cpp, Repo.cpp, and swapvaluation.cpp.
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]
Author
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