QuantLib: Day counters

A free/open-source library for quantitative finance Reference manual - version 1.6

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Classes | Enumerations
Day counters
Date and time calculations

## Classes
class | Actual360
| Actual/360 day count convention. More...
class | Actual365Fixed
| Actual/365 (Fixed) day count convention. More...
class | Actual365NoLeap
| Actual/365 (No Leap) day count convention. More...
class | ActualActual
| Actual/Actual day count. More...
class | Business252
| Business/252 day count convention. More...
class | OneDayCounter
| 1/1 day count convention More...
class | SimpleDayCounter
| Simple day counter for reproducing theoretical calculations. More...
class | Thirty360
| 30/360 day count convention More...

## Enumerations
enum | Convention { ISMA, Bond, ISDA, Historical, Actual365, AFB, Euro }
enum | Convention { USA, BondBasis, European, EurobondBasis, Italian }

## Detailed Description

The class `QuantLib::DayCounter` provides more advanced means of measuring the distance between two dates according to a given market convention, both as number of days of fraction of year. A number of such conventions is contained in the `ql/DayCounters` directory.