bbldc::BasicIsdaActualActual Struct Reference

#include <bbldc_basicisdaactualactual.h>

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 ISDA Actual/Actual day-count convention.

Member Function Documentation

daysDiff()

int bbldc::BasicIsdaActualActual::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 Actual/Actual day-count convention. If beginDate <= endDate, then the result is non-negative. Note that reversing the order of beginDate and endDate negates the result.

yearsDiff()

static double bbldc::BasicIsdaActualActual::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 ISDA Actual/Actual 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.

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

• bbldc_basicisdaactualactual.h