Year fraction calculators. More...

Classes
class	julian::ACT360
	The class encapsulates the ACT360 year fraction convention. More...

class	julian::ACT360addOne
	The class encapsulates the ACT360addOne year fraction convention. More...

class	julian::ACT365
	The class encapsulates the ACT365 year fraction convention. More...

class	julian::ActActAFB
	The class encapsulates the ACTACT AFB year fraction convention. More...

class	julian::ActActISDA
	The class encapsulates the ActAct USDAyear fraction convention. More...

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

class	julian::OneYF
	The class encapsulates the 1/1 year fraction convention. More...

class	julian::US30360
	The class encapsulates the 30/360 US year fraction convention. More...

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

Detailed Description

Year fraction calculators.

A system used to determine the number of days between two coupon dates, which is important in calculating accrued interest and present value when the next coupon payment is less than a full coupon period away. Each bond/money market has its own day-count convention.

Classes

Detailed Description