1Day counters(3) QuantLib Day counters(3)
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6 Day counters -
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9 The class QuantLib::DayCounter provides more advanced means of
10 measuring the distance between two dates according to a given market
11 convention, both as number of days of fraction of year. A number of
12 such conventions is contained in the ql/DayCounters directory.
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14 Classes
15 class Actual360
16 Actual/360 day count convention.
17 class Actual365Fixed
18 Actual/365 (Fixed) day count convention.
19 class ActualActual
20 Actual/Actual day count.
21 class Business252
22 Business/252 day count convention.
23 class OneDayCounter
24 1/1 day count convention
25 class SimpleDayCounter
26 Simple day counter for reproducing theoretical calculations.
27 class Thirty360
28 30/360 day count convention
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32Version 0.8.1 29 Oct 2007 Day counters(3)