bbldc::BasicIsda11 Struct Reference

#include <bbldc_basicisda11.h>

Detailed Description

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the ISDA 1/1 day-count convention.

See bbldc_basicisda11

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)

Member Function Documentation

daysDiff()

int bbldc::BasicIsda11::daysDiff ( const bdlt::Date &  beginDate, const bdlt::Date &  endDate  )

inlinestatic

Return the (signed) number of days between the specified beginDate and endDate according to the ISDA 1/1 day-count convention. If beginDate < endDate, then the result is one. If beginDate == endDate, then the result is zero.

Note

Note that reversing the order of beginDate and endDate negates the result.

yearsDiff()

double bbldc::BasicIsda11::yearsDiff ( const bdlt::Date &  beginDate, const bdlt::Date &  endDate  )

inlinestatic

Return the (signed fractional) number of years between the specified beginDate and endDate according to the ISDA 1/1 day-count convention. If beginDate < endDate, then the result is one. If beginDate == endDate, then the result is zero.

Note

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.

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

• bbldc_basicisda11.h