NAME

QuantLib::DayCounter - day counter class

SYNOPSIS


#include <ql/time/daycounter.hpp>

Inherited by Actual360, Actual365Fixed, ActualActual, Business252, OneDayCounter, SimpleDayCounter, and Thirty360.

Classes


class Impl
abstract base class for day counter implementations

Public Member Functions


DayCounter ()

DayCounter interface


bool empty () const
Returns whether or not the day counter is initialized.
std::string name () const
Returns the name of the day counter.
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


DayCounter (const boost::shared_ptr< Impl > &impl)

Protected Attributes


boost::shared_ptr< Impl > impl_

Related Functions

(Note that these are not member functions.)
bool operator== (const DayCounter &, const DayCounter &)

bool operator!= (const DayCounter &, const DayCounter &)

std::ostream & operator<< (std::ostream &, const DayCounter &)

Detailed Description

day counter class

This class provides methods for determining the length of a time period according to given market convention, both as a number of days and as a year fraction.

The Bridge pattern is used to provide the base behavior of the day counter.

Examples:

BermudanSwaption.cpp, Bonds.cpp, CallableBonds.cpp, ConvertibleBonds.cpp, DiscreteHedging.cpp, EquityOption.cpp, FittedBondCurve.cpp, FRA.cpp, Replication.cpp, Repo.cpp, and swapvaluation.cpp.

Constructor & Destructor Documentation

DayCounter (const boost::shared_ptr< Impl > & impl) [protected]

This constructor can be invoked by derived classes which define a given implementation.

DayCounter ()

The default constructor returns a day counter with a null implementation, which is therefore unusable except as a placeholder.

Member Function Documentation

std::string name () const

Returns the name of the day counter.

Warning

This method is used for output and comparison between day counters. It is not meant to be used for writing switch-on-type code.

Friends And Related Function Documentation

bool operator== (const DayCounter &, const DayCounter &) [related]

Returns true iff the two day counters belong to the same derived class.

bool operator!= (const DayCounter &, const DayCounter &) [related]

std::ostream & operator<< (std::ostream &, const DayCounter &) [related]

Author

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