QuantLib.Time.DayCounter

Documentation

data Thirty360

Thirty day counters as in QuantLib

Constructors

ThirtyUSA

ThirtyEuropean

ThirtyItalian

Instances

DayCounter Thirty360

Defined in QuantLib.Time.DayCounter

Methods

dcName :: Thirty360 -> String

dcCount :: Thirty360 -> Date -> Date -> Int

dcYearFraction :: Thirty360 -> Date -> Date -> Double

class DayCounter m where

Day counter type class

Methods

dcName :: m -> String

Name of day counter

dcCount :: m -> Date -> Date -> Int

Number of business days inbetween

dcYearFraction :: m -> Date -> Date -> Double

Year fraction

Instances

DayCounter Thirty360

Defined in QuantLib.Time.DayCounter

Methods

dcName :: Thirty360 -> String

dcCount :: Thirty360 -> Date -> Date -> Int

dcYearFraction :: Thirty360 -> Date -> Date -> Double

intGregorian :: Day -> (Int, Int, Int)