ActActISDA.hpp
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1 #ifndef JULIAN_ACTACTISDA_HPP
2 #define JULIAN_ACTACTISDA_HPP
3 
5 
6 namespace julian {
7 
21  class ActActISDA: public YearFraction {
22  public:
23  ActActISDA(){};
24  virtual double operator()(const Date&,const Date&) const;
25  virtual ActActISDA* clone() const;
26  virtual std::string info() const;
27  virtual ~ActActISDA(){};
28  friend class boost::serialization::access;
29  private:
30 
33  template<class Archive>
34  void serialize(Archive & , const unsigned int){
35  boost::serialization::base_object<YearFraction>(*this);
36  }
37  };
38 }
39 #endif
File contains interface for year fractions.
This class is an abstract class expressing the concept of calculating year fraction.
Definition: yearFraction.hpp:28
Definition: cadHoliday.cpp:3
virtual std::string info() const
Definition: ActActISDA.cpp:39
virtual double operator()(const Date &, const Date &) const
Method calculates the year fraction on the basis of two dates.
Definition: ActActISDA.cpp:12
Class implements a date object.
Definition: date.hpp:27
virtual ActActISDA * clone() const
Definition: ActActISDA.cpp:33
void serialize(Archive &, const unsigned int)
interface used by Boost serialization library
Definition: ActActISDA.hpp:34
The class encapsulates the ActAct USDAyear fraction convention.
Definition: ActActISDA.hpp:21