US30360.hpp
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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
The class encapsulates the 30/360 US year fraction convention.
Definition: US30360.hpp:28
virtual double operator()(const Date &, const Date &) const
Calculates year fraction.
Definition: US30360.cpp:19
virtual US30360 * clone() const
Virtual copy constructor.
Definition: US30360.cpp:38
void serialize(Archive &, const unsigned int)
interface used by Boost serialization library
Definition: US30360.hpp:42