| Имя | Описание |
|---|---|
| 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)". |
| ActualActual.ActualActualAFBImpl | |
| ActualActual.ActualActualISDAImpl | |
| ActualActual.ActualActualISMAImpl | |
| Business252 | Business/252 day count convention |
| SimpleDayCounter | Simple day counter for reproducing theoretical calculations. This day counter tries to ensure that whole-month distances are returned as a simple fraction, i.e., 1 year = 1.0, 6 months = 0.5, 3 months = 0.25 and so forth. this day counter should be used together with NullCalendar, which ensures that dates at whole-month distances share the same day of month. It is not guaranteed to work with any other calendar. |
| SimpleDayCounter.SimpleDayCounterImpl | |
| Thirty360 | 30/360 day count convention The 30/360 day count can be calculated according to US, European, or Italian conventions. |
| Thirty360.Thirty360EUImpl | |
| Thirty360.Thirty360ITImpl | |
| Thirty360.Thirty360USImpl |