julian::YearFraction Class Reference

This class is an abstract class expressing the concept of calculating year fraction. More...

#include <yearFraction.hpp>

Inheritance diagram for julian::YearFraction:

Public Member Functions
	YearFraction ()
	Constructor. More...
virtual double	operator() (const Date &, const Date &) const =0
	Calculates year fraction. More...
virtual YearFraction *	clone () const =0
	Virtual copy constructor. More...
virtual std::string	info () const =0
	info about class 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

This class is an abstract class expressing the concept of calculating year fraction.

This class is a interface of all year fraction conventions. Year fraction classes assign double value to period defined by two dates.

Examples:

algebraicBootstrapperExample.cpp, constrainedBootstrapperExample.cpp, rootFindingBootstrapperExample.cpp, and unconstrainedBootstrapperExample.cpp.

Constructor & Destructor Documentation

julian::YearFraction::YearFraction ( )

inline

Constructor.

Default constructor

virtual julian::YearFraction::~YearFraction ( )

inlinevirtual

Destructor.

Destructor

Member Function Documentation

virtual YearFraction* julian::YearFraction::clone ( ) const

pure virtual

Virtual copy constructor.

Method is an implementation of virtual copy constructor.

Implemented in julian::US30360, julian::ActActAFB, julian::E30360, julian::ACT360addOne, julian::ACT360, julian::ActActISDA, julian::OneYF, and julian::ACT365.

virtual std::string julian::YearFraction::info ( ) const

pure virtual

info about class

Method returns string that containing information about class.

Implemented in julian::US30360, julian::ActActAFB, julian::E30360, julian::ACT360addOne, julian::OneYF, julian::ACT360, julian::ACT365, and julian::ActActISDA.

virtual double julian::YearFraction::operator() ( const Date &  , const Date &    ) const

pure virtual

Calculates year fraction.

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

Implemented in julian::US30360, julian::ActActAFB, julian::E30360, julian::ACT360addOne, julian::ACT360, julian::ActActISDA, julian::OneYF, and julian::ACT365.

template<class Archive >

void julian::YearFraction::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 file:

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