The class encapsulates the ACTACT AFB year fraction convention. More...

#include <ActActAFB.hpp>

Inheritance diagram for julian::ActActAFB:

Public Member Functions
virtual double	operator() (const Date &, const Date &) const
	Method calculates the year fraction on the basis of two dates. In case of AFB (Association Francaise des Banques) convention the year fraction is calculated with formula: $YearFraction(date_1,date_2) = \frac{\textrm{Actual number of days}}{\textrm{Denominator}}$ Denominator is equal 366 if period contains 29th of February and 365 otherwise. More...

virtual ActActAFB *	clone () const
	Virtual copy constructor of the ACTACT class. More...

virtual std::string	info () const
	The method returns string containing the name of convention. More...

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 ACTACT AFB year fraction convention.

In case of AFB (Association Francaise des Banques) convention the year fraction is calculated with formula:

$YearFraction(date_1,date_2) = \frac{\textrm{Actual number of days}}{\textrm{Denominator}}$

Denominator is equal 366 if period $(date_1,date_2)$ contains 29th of February and 365 otherwise.

See also: [31]

Member Function Documentation

ActActAFB * julian::ActActAFB::clone ( ) const

virtual

Virtual copy constructor of the ACTACT class.

Implements julian::YearFraction.

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

virtual

The method returns string containing the name of convention.

Implements julian::YearFraction.

double julian::ActActAFB::operator()	(	const Date &	d1,
		const Date &	d2
	)		const

virtual

Method calculates the year fraction on the basis of two dates. In case of AFB (Association Francaise des Banques) convention the year fraction is calculated with formula:

$YearFraction(date_1,date_2) = \frac{\textrm{Actual number of days}}{\textrm{Denominator}}$

Denominator is equal 366 if period $(date_1,date_2)$ contains 29th of February and 365 otherwise.

See also: [31]

Implements julian::YearFraction.

template<class Archive >

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

inlineprivate

interface used by Boost serialization library

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

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

Public Member Functions

Private Member Functions

Friends

Detailed Description

Member Function Documentation