ActActISDA.hpp
Go to the documentation of this file.
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 double operator()(const Date &, const Date &) const
Method calculates the year fraction on the basis of two dates.
Definition: ActActISDA.cpp:12
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