daycounters man page

daycounters — Day counters


class Actual360
Actual/360 day count convention.
class Actual365Fixed
Actual/365 (Fixed) day count convention.
class Actual365NoLeap
Actual/365 (No Leap) day count convention.
class ActualActual
Actual/Actual day count.
class Business252
Business/252 day count convention.
class OneDayCounter
1/1 day count convention
class SimpleDayCounter
Simple day counter for reproducing theoretical calculations.
class Thirty360
30/360 day count convention

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.


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QuantLib Version 1.8.1 Fri Sep 23 2016