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 |
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ActualActual.ActualActualISDAImpl |
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ActualActual.ActualActualISMAImpl |
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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 |
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Thirty360 |
30/360 day count convention The 30/360 day count can be calculated according to US, European, or Italian conventions. |
Thirty360.Thirty360EUImpl |
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Thirty360.Thirty360ITImpl |
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Thirty360.Thirty360USImpl |
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