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Static Public Member Functions

bbldc::BasicActual360 Struct Reference

#include <bbldc_basicactual360.h>

List of all members.

Static Public Member Functions

static int daysDiff (const bdlt::Date &beginDate, const bdlt::Date &endDate)
static double yearsDiff (const bdlt::Date &beginDate, const bdlt::Date &endDate)

Detailed Description

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the Actual/360 day-count convention.

See Component bbldc_basicactual360


Member Function Documentation

static int bbldc::BasicActual360::daysDiff ( const bdlt::Date beginDate,
const bdlt::Date endDate 
) [static]

Return the (signed) number of days between the specified beginDate and endDate according to the Actual/360 day-count convention. If beginDate <= endDate then the result is non-negative. Note that reversing the order of beginDate and endDate negates the result.

static double bbldc::BasicActual360::yearsDiff ( const bdlt::Date beginDate,
const bdlt::Date endDate 
) [static]

Return the (signed fractional) number of years between the specified beginDate and endDate according to the Actual/360 day-count convention. If beginDate <= endDate then the result is non-negative. Note that reversing the order of beginDate and endDate negates the result; specifically, |yearsDiff(b, e) + yearsDiff(e, b)| <= 1.0e-15 for all dates b and e.


The documentation for this struct was generated from the following file: