C# 클래스 QLNet.Time.DayCounters.ActualActual

Actual/Actual day count. The day count can be calculated according to: - the ISDA convention, also known as "Actual/Actual (Historical)", "Actual/Actual", "Act/Act", and according to ISDA also "Actual/365", "Act/365", and "A/365"; - the ISMA and US Treasury convention, also known as "Actual/Actual (Bond)"; - the AFB convention, also known as "Actual/Actual (Euro)".
For more details, refer to http://www.isda.org/publications/pdf/Day-Count-Fracation1999.pdf
상속: DayCounter
파일 보기 프로젝트 열기: ammachado/QLNet

공개 메소드들

메소드 설명
ActualActual ( ) : System
ActualActual ( Convention c ) : System

비공개 메소드들

메소드 설명
GetDayCounterFromConvention ( Convention c ) : DayCounter

메소드 상세

ActualActual() 공개 메소드

public ActualActual ( ) : System
리턴 System

ActualActual() 공개 메소드

public ActualActual ( Convention c ) : System
c Convention
리턴 System