day counter class
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#include <ql/time/daycounter.hpp>
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class | Impl |
| abstract base class for day counter implementations More...
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| DayCounter () |
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bool | empty () const |
| Returns whether or not the day counter is initialized.
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std::string | name () const |
| Returns the name of the day counter.
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BigInteger | dayCount (const Date &, const Date &) const |
| Returns the number of days between two dates.
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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.
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boost::shared_ptr< Impl > | impl_ |
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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.
This constructor can be invoked by derived classes which define a given implementation.
The default constructor returns a day counter with a null implementation, which is therefore unusable except as a placeholder.
std::string name |
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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.
Returns true
iff the two day counters belong to the same derived class.
std::ostream & operator<< |
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std::ostream & |
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const DayCounter & |
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related |