QuantLib_Actual365Fixed man page

Actual365Fixed — Actual/365 (Fixed) day count convention.  


#include <ql/time/daycounters/actual365fixed.hpp>

Inherits DayCounter.

Public Types

enum Convention { Standard, Canadian, NoLeap }

Public Member Functions

Actual365Fixed (Convention c=Actual365Fixed::Standard)

Additional Inherited Members

Detailed Description

Actual/365 (Fixed) day count convention.


According to ISDA, 'Actual/365' (without 'Fixed') is an alias for 'Actual/Actual (ISDA)' (see ActualActual.) If Actual/365 is not explicitly specified as fixed in an instrument specification, you might want to double-check its meaning.

Examples: BermudanSwaption.cpp, Bonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, and Replication.cpp.


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Referenced By

The man page Actual365Fixed(3) is an alias of QuantLib_Actual365Fixed(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib