QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
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Actual365Fixed Class Reference

Actual/365 (Fixed) day count convention. More...

#include <ql/time/daycounters/actual365fixed.hpp>

+ Inheritance diagram for Actual365Fixed:

Additional Inherited Members

- Public Member Functions inherited from DayCounter
 DayCounter ()
 
bool empty () const
 Returns whether or not the day counter is initialized.
 
std::string name () const
 Returns the name of the day counter. More...
 
BigInteger dayCount (const Date &, const Date &) const
 Returns the number of days between two dates.
 
Time yearFraction (const Date &, const Date &, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) const
 Returns the period between two dates as a fraction of year.
 
- Protected Member Functions inherited from DayCounter
 DayCounter (const boost::shared_ptr< Impl > &impl)
 
- Protected Attributes inherited from DayCounter
boost::shared_ptr< Implimpl_
 

Detailed Description

Actual/365 (Fixed) day count convention.

"Actual/365 (Fixed)" day count convention, also know as "Act/365 (Fixed)", "A/365 (Fixed)", or "A/365F".

Warning:
According to ISDA, "Actual/365" (without "Fixed") is an alias for "Actual/Actual (ISDA)" (see ActualActual.) If Actual/365 is not explicitly specified as fixed in an instrument specification, you might want to double-check its meaning.
Examples:
BermudanSwaption.cpp, Bonds.cpp, CDS.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, and Replication.cpp.