Interface | Description |
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DCFCalculator |
This interface is the stub for all the day count convention functionality.
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Class | Description |
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ActActDCParams |
Class contains parameters to represent the Act/Act day count - the frequency, and the reference period
start/end dates.
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Convention |
This class contains flags that indicate where the holidays are loaded from, as well as the holiday types
and load rules.
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DateAdjustParams |
This class contains the parameters needed for adjusting dates – holiday calendar and adjustment type.
|
DateEOMAdjustment |
This class holds the applicable anterior and posterior EOM adjustments for a given date pair.
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DC30_360 |
This class implements the 30/360 day count convention.
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DC30_365 |
This class implements the 30/365 day count convention.
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DC30_Act |
This class implements the 30/Act day count convention.
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DC30E_360 |
This class implements the 30E/360 day count convention.
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DCAct_360 |
This class implements the Act/360 day count convention.
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DCAct_364 |
This class implements the Act/364 day count convention.
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DCAct_365 |
This class implements the Act/365 day count convention.
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DCAct_365L |
This class implements the Act/365L day count convention.
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DCAct_Act |
This class implements the Act/Act day count convention.
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DCAct_Act_ISDA |
This class implements the ISDA Act/Act day count convention.
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DCNL_360 |
This class implements the NL/360 day count convention.
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DCNL_365 |
This class implements the NL/365 day count convention.
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DCNL_Act |
This class implements the NL/Act day count convention.
|