QuantLib_SimpleDayCounter (3) Linux Manual Page
QuantLib::SimpleDayCounter – Simple day counter for reproducing theoretical calculations.
Synopsis
#include <ql/time/daycounters/simpledaycounter.hpp>Inherits QuantLib::DayCounter.
Detailed Description
Simple day counter for reproducing theoretical calculations.This day counter tries to ensure that whole-month distances are returned as a simple fraction, i.e., 1 year = 1.0, 6 months = 0.5, 3 months = 0.25 and so forth.
Warning
- this day counter should be used together with NullCalendar, which ensures that dates at whole-month distances share the same day of month. It is not guaranteed to work with any other calendar.
Tests
- the correctness of the results is checked against known good values.
Examples:
FittedBondCurve.cpp.