QuantLib.Time.DayCounter
data Thirty360 Source #
Thirty day counters as in QuantLib
Constructors
Defined in QuantLib.Time.DayCounter
Methods
dcName :: Thirty360 -> String Source #
dcCount :: Thirty360 -> Date -> Date -> Int Source #
dcYearFraction :: Thirty360 -> Date -> Date -> Double Source #
class DayCounter m where Source #
Day counter type class
dcName :: m -> String Source #
Name of day counter
dcCount :: m -> Date -> Date -> Int Source #
Number of business days inbetween
dcYearFraction :: m -> Date -> Date -> Double Source #
Year fraction
intGregorian :: Day -> (Int, Int, Int) Source #