QuantLib_Actual365Fixed man page

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

Synopsis

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

Inherits DayCounter.

Additional Inherited Members

Detailed Description

Actual/365 (Fixed) day count convention.

'Actual/365 (Fixed)' day count convention, also know as 'Act/365 (Fixed)', 'A/365 (Fixed)', or 'A/365F'.

Warning

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.

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib