QuantLib_Actual365Fixed (3) - Linux Man Pages

QuantLib_Actual365Fixed: Actual/365 (Fixed) day count convention.

NAME

QuantLib::Actual365Fixed - Actual/365 (Fixed) day count convention.

SYNOPSIS


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

Inherits QuantLib::DayCounter.

Detailed Description

Actual/365 (Fixed) day count convention.

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.

Author

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