QuantLib_SimpleDayCounter (3) - Linux Manuals
QuantLib_SimpleDayCounter: Simple day counter for reproducing theoretical calculations.
QuantLib::SimpleDayCounter - Simple day counter for reproducing theoretical calculations.
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.
- 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.
- the correctness of the results is checked against known good values.
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