Q.Time.DayCounter

Documentation

class DayCounter m where

Day counter type class

Methods

dcName

Arguments

:: m

-> String

Name of the day counter.

dcCount

Arguments

:: m

-> Day

-> Day

-> Int

Number of business days inbetween

dcYearFraction

Arguments

:: m

-> Day

-> Day

-> Double

Year fraction between 2 dates.

Instances

DayCounter Thirty360

Defined in Q.Time.DayCounter

Methods

dcName :: Thirty360 -> String

dcCount :: Thirty360 -> Day -> Day -> Int

dcYearFraction :: Thirty360 -> Day -> Day -> Double

data Thirty360

Thirty day counters as in QuantLib

Constructors

ThirtyUSA

ThirtyEuropean

ThirtyItalian

Instances

Eq Thirty360

Defined in Q.Time.DayCounter

Methods

(==) :: Thirty360 -> Thirty360 -> Bool

(/=) :: Thirty360 -> Thirty360 -> Bool

Read Thirty360

Defined in Q.Time.DayCounter

Methods

readsPrec :: Int -> ReadS Thirty360

readList :: ReadS [Thirty360]

readPrec :: ReadPrec Thirty360

readListPrec :: ReadPrec [Thirty360]

Show Thirty360

Defined in Q.Time.DayCounter

Methods

showsPrec :: Int -> Thirty360 -> ShowS

show :: Thirty360 -> String

showList :: [Thirty360] -> ShowS

Generic Thirty360

Defined in Q.Time.DayCounter

Associated Types

type Rep Thirty360 :: Type -> Type

Methods

from :: Thirty360 -> Rep Thirty360 x

to :: Rep Thirty360 x -> Thirty360

DayCounter Thirty360

Defined in Q.Time.DayCounter

Methods

dcName :: Thirty360 -> String

dcCount :: Thirty360 -> Day -> Day -> Int

dcYearFraction :: Thirty360 -> Day -> Day -> Double

type Rep Thirty360

Defined in Q.Time.DayCounter

type Rep Thirty360 = D1 ('MetaData "Thirty360" "Q.Time.DayCounter" "HQu-0.0.0.3-JHSOnnZVr6N493rESVt36s" 'False) (C1 ('MetaCons "ThirtyUSA" 'PrefixI 'False) (U1 :: Type -> Type) :+: (C1 ('MetaCons "ThirtyEuropean" 'PrefixI 'False) (U1 :: Type -> Type) :+: C1 ('MetaCons "ThirtyItalian" 'PrefixI 'False) (U1 :: Type -> Type)))