bbldc::TerminatedIsda30360Eom Struct Reference

#include <bbldc_terminatedisda30360eom.h>

List of all members.

Static Public Member Functions
static int	daysDiff (const bdlt::Date &beginDate, const bdlt::Date &endDate, const bdlt::Date &terminationDate=bdlt::Date())
static double	yearsDiff (const bdlt::Date &beginDate, const bdlt::Date &endDate, const bdlt::Date &terminationDate=bdlt::Date(9999, 12, 31))

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Detailed Description

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the ISDA 30/360 end-of-month day-count convention.

See Component bbldc_terminatedisda30360eom

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Member Function Documentation

static int bbldc::TerminatedIsda30360Eom::daysDiff	(	const bdlt::Date &	beginDate,
		const bdlt::Date &	endDate,
		const bdlt::Date &	terminationDate = bdlt::Date()
	)			[static]

Return the (signed) number of days between the specified beginDate and endDate, with the optionally specified terminationDate, according to the ISDA 30/360 end-of-month day-count convention. If beginDate <= endDate, then the result is non-negative. Note that reversing the order of beginDate and endDate negates the result. Also note that, in accordance with the convention definition, there are no constraints upon the supplied dates.

static double bbldc::TerminatedIsda30360Eom::yearsDiff	(	const bdlt::Date &	beginDate,
		const bdlt::Date &	endDate,
		const bdlt::Date &	terminationDate = bdlt::Date(9999, 12, 31)
	)			[static]

Return the (signed fractional) number of years between the specified beginDate and endDate, with the optionally specified terminationDate, according to the ISDA 30/360 end-of-month 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. Also note that, in accordance with the convention definition, there are no constraints upon the supplied dates.

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

• bbldc_terminatedisda30360eom.h