Interest rate and building blocks of interest rate object (compounding conventions). More...

Classes
class	julian::CompoundedRate
	The class encapsulates the compounded rate compounding method. More...

class	julian::Compounding
	Class is an abstract class expressing the concept of compounding interest rate. More...

class	julian::ExponentialRate
	The class encapsulates the exponential rate compounding method. More...

class	julian::FractionRate
	The class encapsulates the fraction rate compounding method. More...

class	julian::InterestRate
	The class implements the concept of interest rate. More...

class	julian::SimpleRate
	The class encapsulates the simple rate compounding method. More...

Detailed Description

Interest rate and building blocks of interest rate object (compounding conventions).

This module contains interest rate object and its building blocks. Interest rate are build from:

year fraction (YearFraction) which calculates the year fraction between to dates according to appropriate convention
compounding (Compounding) that encapsulates the method of calculating future value of present notional on the basis of interest rate and interest period.

Classes