QuantLib_DayCounter_Impl (3) Linux Manual Page

QuantLib::DayCounter::Impl – abstract base class for day counter implementations

Synopsis

#include <ql/time/daycounter.hpp>

Inherited by Impl, Impl, AFB_Impl, ISDA_Impl, ISMA_Impl, Impl, Impl, Impl, EU_Impl, IT_Impl, and US_Impl.

Public Member Functions

virtual std::string name () const =0

virtual BigInteger dayCount (const Date &d1, const Date &d2) const
to be overloaded by more complex day counters
virtual Time yearFraction (const Date &d1, const Date &d2, const Date &refPeriodStart, const Date &refPeriodEnd) const =0

Detailed Description

abstract base class for day counter implementations

Author

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