QuantLib_Actual365Fixed (3) Linux Manual Page
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.