C# Class 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
Inheritance: DayCounter
显示文件 Open project: ammachado/QLNet

Public Methods

Method Description
ActualActual ( ) : System
ActualActual ( Convention c ) : System

Private Methods

Method Description
GetDayCounterFromConvention ( Convention c ) : DayCounter

Method Details

ActualActual() public method

public ActualActual ( ) : System
return System

ActualActual() public method

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