day counter class
More...
#include <ql/time/daycounter.hpp>
|
class | Impl |
| abstract base class for day counter implementations More...
|
|
|
boost::shared_ptr< Impl > | impl_ |
|
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 |
( |
| ) |
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.
Returns true
iff the two day counters belong to the same derived class.
std::ostream & operator<< |
( |
std::ostream & |
, |
|
|
const DayCounter & |
|
|
) |
| |
|
related |