Package bbldc [Package Group bbl]

Provide day-count convention implementations. More...

Components
	Component bbldc_basicactual360
	Provide stateless functions for the Actual/360 convention.
	Component bbldc_basicactual36525
	Provide stateless functions for the Actual/365.25 convention.
	Component bbldc_basicactual365fixed
	Provide stateless functions for the Actual/365 (fixed) convention.
	Component bbldc_basicbasicdaycountadapter
	Provide a parameterized day-count convention implementation.
	Component bbldc_basicdaterangedaycountadapter
	Provide a parameterized day-count convention implementation.
	Component bbldc_basicdaycount
	Provide a protocol for basic day-count calculations.
	Component bbldc_basicdaycountutil
	Support for day-count calculations of enum-specified conventions.
	Component bbldc_basicisdaactualactual
	Provide stateless functions for the ISDA Actual/Actual convention.
	Component bbldc_basicisma30360
	Provide stateless functions for the ISMA 30/360 convention.
	Component bbldc_basicnl365
	Provide stateless functions for the NL/365 convention.
	Component bbldc_basicpsa30360eom
	Provide stateless functions for PSA 30/360 end-of-month convention.
	Component bbldc_basicsia30360eom
	Provide stateless functions for SIA 30/360 end-of-month convention.
	Component bbldc_basicsia30360neom
	Provide stateless functions for the SIA-30/360-neom convention.
	Component bbldc_calendarbus252
	Provide stateless functions for calendar-based BUS-252.
	Component bbldc_calendardaterangedaycountadapter
	Provide a parameterized day-count convention implementation.
	Component bbldc_calendardaycountutil
	Support for day-count calculations of enum-specified conventions.
	Component bbldc_daterangedaycount
	Provide a protocol for date-range limited day-count calculations.
	Component bbldc_daycountconvention
	Provide an enumeration of bbldc day-count conventions.
	Component bbldc_perioddaterangedaycountadapter
	Provide a parameterized day-count convention implementation.
	Component bbldc_perioddaycountutil
	Support for day-count calculations of enum-specified conventions.
	Component bbldc_periodicmaactualactual
	Provide stateless functions for period-based ICMA Actual/Actual.
	Component bbldc_terminatedbasicdaycountadapter
	Provide a parameterized day-count convention implementation.
	Component bbldc_terminateddaterangedaycountadapter
	Provide a parameterized day-count convention implementation.
	Component bbldc_terminateddaycountutil
	Support for day-count calculations of enum-specified conventions.
	Component bbldc_terminatedisda30360eom
	Provide stateless functions for ISDA 30/360 eom convention.

---

Detailed Description

Outline

• Purpose
• MNEMONIC: Basic Business Library Day-Count (bbldc)
• Description
  • Hierarchical Synopsis
  • Component Synopsis

Purpose:

Provide day-count convention implementations.

MNEMONIC: Basic Business Library Day-Count (bbldc):

Description:

The bbldc package provides day-count convention implementations, an enumeration-based set of dispatch components, and two abstract interfaces with parameterized adapters for the day-count convention implementations.

Hierarchical Synopsis:

The bbldc package currently has 25 components having 2 levels of physical dependency. The list below shows the hierarchical ordering of the components. The order of components within each level is not architecturally significant, just alphabetical.

  2. bbldc_basicbasicdaycountadapter
     bbldc_basicdaterangedaycountadapter
     bbldc_basicdaycountutil
     bbldc_calendardaterangedaycountadapter
     bbldc_calendardaycountutil
     bbldc_perioddaterangedaycountadapter
     bbldc_perioddaycountutil
     bbldc_terminatedbasicdaycountadapter
     bbldc_terminateddaterangedaycountadapter
     bbldc_terminateddaycountutil

  1. bbldc_basicactual360
     bbldc_basicactual36525
     bbldc_basicactual365fixed
     bbldc_basicdaycount
     bbldc_basicisdaactualactual
     bbldc_basicisma30360
     bbldc_basicnl365
     bbldc_basicpsa30360eom
     bbldc_basicsia30360eom
     bbldc_basicsia30360neom
     bbldc_calendarbus252
     bbldc_daterangedaycount
     bbldc_daycountconvention
     bbldc_periodicmaactualactual
     bbldc_terminatedisda30360eom

Component Synopsis:

bbldc_basicactual360:
Provide stateless functions for the Actual/360 convention.

bbldc_basicactual36525:
Provide stateless functions for the Actual/365.25 convention.

bbldc_basicactual365fixed:
Provide stateless functions for the Actual/365 (fixed) convention.

bbldc_basicbasicdaycountadapter:
Provide a parameterized day-count convention implementation.

bbldc_basicdaterangedaycountadapter:
Provide a parameterized day-count convention implementation.

bbldc_basicdaycount:
Provide a protocol for basic day-count calculations.

bbldc_basicdaycountutil:
Support for day-count calculations of enum-specified conventions.

bbldc_basicisdaactualactual:
Provide stateless functions for the ISDA Actual/Actual convention.

bbldc_basicisma30360:
Provide stateless functions for the ISMA 30/360 convention.

bbldc_basicnl365:
Provide stateless functions for the NL/365 convention.

bbldc_basicpsa30360eom:
Provide stateless functions for PSA 30/360 end-of-month convention.

bbldc_basicsia30360eom:
Provide stateless functions for SIA 30/360 end-of-month convention.

bbldc_basicsia30360neom:
Provide stateless functions for the SIA-30/360-neom convention.

bbldc_calendarbus252:
Provide stateless functions for calendar-based BUS-252.

bbldc_calendardaterangedaycountadapter:
Provide a parameterized day-count convention implementation.

bbldc_calendardaycountutil:
Support for day-count calculations of enum-specified conventions.

bbldc_daterangedaycount:
Provide a protocol for date-range limited day-count calculations.

bbldc_daycountconvention:
Provide an enumeration of bbldc day-count conventions.

bbldc_perioddaterangedaycountadapter:
Provide a parameterized day-count convention implementation.

bbldc_perioddaycountutil:
Support for day-count calculations of enum-specified conventions.

bbldc_periodicmaactualactual:
Provide stateless functions for period-based ICMA Actual/Actual.

bbldc_terminatedbasicdaycountadapter:
Provide a parameterized day-count convention implementation.

bbldc_terminateddaterangedaycountadapter:
Provide a parameterized day-count convention implementation.

bbldc_terminateddaycountutil:
Support for day-count calculations of enum-specified conventions.

bbldc_terminatedisda30360eom:
Provide stateless functions for ISDA 30/360 eom convention.