QuantLib_SimpleDayCounter man page

SimpleDayCounter — Simple day counter for reproducing theoretical calculations.

Synopsis

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

Inherits DayCounter.

Additional Inherited Members

Detailed Description

Simple day counter for reproducing theoretical calculations.

This day counter tries to ensure that whole-month distances are returned as a simple fraction, i.e., 1 year = 1.0, 6 months = 0.5, 3 months = 0.25 and so forth.

Warning

this day counter should be used together with NullCalendar, which ensures that dates at whole-month distances share the same day of month. It is not guaranteed to work with any other calendar.

Tests

the correctness of the results is checked against known good values.

Examples: FittedBondCurve.cpp.

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib