QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Classes | Enumerations

Classes

class  Actual360
 Actual/360 day count convention. More...
 
class  Actual365Fixed
 Actual/365 (Fixed) day count convention. More...
 
class  Actual365NoLeap
 Actual/365 (No Leap) day count convention. More...
 
class  ActualActual
 Actual/Actual day count. More...
 
class  Business252
 Business/252 day count convention. 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...
 

Enumerations

enum  Convention {
  ISMA, Bond, ISDA, Historical,
  Actual365, AFB, Euro
}
 
enum  Convention {
  USA, BondBasis, European, EurobondBasis,
  Italian
}
 

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.