The class encapsulates the E30360 year fraction convention. More...

#include <E30360.hpp>

Inheritance diagram for julian::E30360:

Public Member Functions
virtual double	operator() (const Date &, const Date &) const
	Calculates year fraction. More...

virtual E30360 *	clone () const
	Virtual copy constructor. More...

virtual std::string	info () const
	Name of a class. 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

std::ostream &	operator<< (std::ostream &s, E30360 &yf)
	Name of a class. More...

Detailed Description

The class encapsulates the E30360 year fraction convention.

An object of E30360 class is derived from YearFraction. It calculates year fraction on the basis of two dates using the formula:

$YearFraction(date_1,date_2) = \frac{360 \times (Y_{2}-Y_{1}) +30 \times (M_{2}-M_{1})+min(D_{2},30) - min(D_{1},30)}{360}$

where: $\textrm{Y}_{i}$ is a year number of the $\textrm{date}_{i}$ , $\textrm{M}_{i}$ is a month number of the $\textrm{date}_{i}$ and $\textrm{D}_{i}$ is a day number of the $\textrm{date}_{i}$ .

This convention is known as 30E/360, 30/360 ICMA or Eurobond basis.The year fraction is calculated according to the formula:

Member Function Documentation

E30360 * julian::E30360::clone ( ) const

virtual

Virtual copy constructor.

Virtual copy constructor of the E30360 class

Implements julian::YearFraction.

std::string julian::E30360::info ( ) const

virtual

Name of a class.

Method returns string that containing information about class.

Implements julian::YearFraction.

double julian::E30360::operator()	(	const Date &	d1,
		const Date &	d2
	)		const

virtual

Calculates year fraction.

Method calculates the year fraction on the basis of two dates. An object of E30360 class is derived from YearFraction. It calculates year fraction on the basis of two dates using the formula:

$YearFraction(date_1,date_2) = \frac{360 \times (Y_{2}-Y_{1}) +30 \times (M_{2}-M_{1})+min(D_{2},30) - min(D_{1},30)}{360}$

where: $\textrm{Y}_{i}$ is a year number of the $\textrm{date}_{i}$ , $\textrm{M}_{i}$ is a month number of the $\textrm{date}_{i}$ and $\textrm{D}_{i}$ is a day number of the $\textrm{date}_{i}$ .

Implements julian::YearFraction.

template<class Archive >

void julian::E30360::serialize	(	Archive &	,
		const unsigned	int
	)

inlineprivate

interface used by Boost serialization library

Friends And Related Function Documentation

std::ostream& operator<<	(	std::ostream &	s,
		E30360 &	yf
	)

friend

Name of a class.

Overloading << operator

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

C:/Unix/home/OEM/jULIAN/src/dates/yearFractions/E30360.hpp
C:/Unix/home/OEM/jULIAN/src/dates/yearFractions/E30360.cpp

Public Member Functions

Private Member Functions

Friends

Detailed Description

Member Function Documentation

Friends And Related Function Documentation