QuantLib_Actual360 man page

Actual360 — Actual/360 day count convention.  

Synopsis

#include <ql/time/daycounters/actual360.hpp>

Inherits DayCounter.

Public Member Functions

Actual360 (const bool includeLastDay=false)

Additional Inherited Members

Detailed Description

Actual/360 day count convention.

Actual/360 day count convention, also known as 'Act/360', or 'A/360'.

Examples: Bonds.cpp, CDS.cpp, Repo.cpp, and swapvaluation.cpp.

Author

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Referenced By

The man page Actual360(3) is an alias of QuantLib_Actual360(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib