QuantLib_SimpleDayCounter (3) - Linux Manuals

QuantLib_SimpleDayCounter: Simple day counter for reproducing theoretical calculations.

Command to display QuantLib_SimpleDayCounter manual in Linux: $ man 3 QuantLib_SimpleDayCounter

NAME

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.

Author

Generated automatically by Doxygen for QuantLib from the source code.