ActualActual Class Reference
[Day counters]
#include <ql/DayCounters/actualactual.hpp>
Inheritance diagram for ActualActual:
[legend]List of all members.
Detailed Description
Actual/Actual day count.
The day count can be calculated according to ISMA and US Treasury convention, also known as "Actual/Actual (Bond)"; to ISDA, also known as "Actual/Actual (Historical)"; or to AFB, also known as "Actual/Actual (Euro)".
For more details, refer to http://www.isda.org/c_and_a/pdf/mktc1198.pdf
|
Public Types |
enum | Convention {
ISMA,
Bond,
ISDA,
Historical,
AFB,
Euro
} |
Public Member Functions |
| ActualActual (Convention c=ActualActual::ISMA) |
|