QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
List of all members
Actual360 Class Reference

Actual/360 day count convention. More...

#include <ql/time/daycounters/actual360.hpp>

+ Inheritance diagram for Actual360:

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/360 day count convention.

Actual/360 day count convention, also known as "Act/360", or "A/360".

Examples:
Bonds.cpp, Repo.cpp, and swapvaluation.cpp.