ActualActual Class Reference
[Day counters]

#include <ql/DayCounters/actualactual.hpp>

Inheritance diagram for ActualActual:

Inheritance graph
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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)


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