QuantLib 0.3.8 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

Day counters [Date and time calculations] Detailed Description The class QuantLib::DayCounter provides more advanced means of measuring the distance between two dates according to a given market convention, both as number of days of fraction of year. A number of such conventions is contained in the ql/DayCounters directory. Classes class   Actual360   Actual/360 day count convention. More... class   Actual365Fixed   Actual/365 (Fixed) day count convention. More... class   ActualActual   Actual/Actual day count. More... class   OneDayCounter   1/1 day count convention More... class   SimpleDayCounter   Simple day counter for reproducing theoretical calculations. More... class   Thirty360   30/360 day count convention More... Typedefs typedef Actual365Fixed  QuantLib::Actual365 Typedef Documentation typedef Actual365Fixed Actual365   Actual/365 day count convention As per ISDA documentation Actual/365 is the same as Actual/Actual. You should use the ActualActual class instead, or maybe you want to use the Actual365Fixed class. Deprecated: use ActualActual or Actual365Fixed instead

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