julian::ACT365 Class Reference

The class encapsulates the ACT365 year fraction convention. More...

#include <ACT365.hpp>

Inheritance diagram for julian::ACT365:

Public Member Functions
virtual double	operator() (const Date &, const Date &) const
virtual ACT365 *	clone () const
virtual std::string	info () const
Public Member Functions inherited from julian::YearFraction
	YearFraction ()
	Constructor. More...
virtual	~YearFraction ()
	Destructor. More...

Private Member Functions
template<class Archive >
void	serialize (Archive &, const unsigned int)
	interface used by Boost serialization library More...

Friends
class	boost::serialization::access

Detailed Description

The class encapsulates the ACT365 year fraction convention.

According to ACT365 convention the year fraction is calculated using following formula:

Examples:

bootstrapperComparison.cpp, DatesAndCalendarExample.cpp, DepositExample.cpp, InterestRateExample.cpp, optionPricingExample.cpp, and serializationExample.cpp.

Member Function Documentation

ACT365 * julian::ACT365::clone ( ) const

virtual

Method is an implementation of virtual copy constructor.

Implements julian::YearFraction.

std::string julian::ACT365::info ( ) const

virtual

Method returns string that containing information about class.

Implements julian::YearFraction.

double julian::ACT365::operator() ( const Date &  date1, const Date &  date2  ) const

virtual

Method calculates the year fraction on the basis of two dates.

Implements julian::YearFraction.

template<class Archive >

void julian::ACT365::serialize ( Archive &  , const unsigned  int  )

inlineprivate

interface used by Boost serialization library

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The documentation for this class was generated from the following files:

• C:/Unix/home/OEM/jULIAN/src/dates/yearFractions/ACT365.hpp
• C:/Unix/home/OEM/jULIAN/src/dates/yearFractions/ACT365.cpp