![]() QuantLib 0.3.3User manualIntroduction to QuantLibQuantLib componentsReference manual |
Thirty360 Class Reference#include <thirty360.hpp>
Inheritance diagram for Thirty360: ![]() Detailed Description30/360 day count conventionThe day count can be calculated according to US, European, or Italian conventions. US (NASD) convention: if the starting date is the 31st of a month, it becomes equal to the 30th of the same month. If the ending date is the 31st of a month and the starting date is earlier than the 30th of a month, the ending date becomes equal to the 1st of the next month, otherwise the ending date becomes equal to the 30th of the same month. European convention: starting dates or ending dates that occur on the 31st of a month become equal to the 30th of the same month. Italian convention: starting dates or ending dates that occur on February and are grater than 27 become equal to 30 for computational sake.
The documentation for this class was generated from the following files:
|
QuantLib.org![]() |
Hosted by![]() |
Documentation generated by![]() |