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ActualActual Class Reference#include <actualactual.hpp>
Inheritance diagram for ActualActual: ![]() Detailed DescriptionActual/Actual day count.The day count can be calculated according to ISMA and US Treasury convention, also known as "Actual/Actual (Bond)"; to ISDA, also known as "Actual/Actual (Historical)"; or to AFB, also known as "Actual/Actual (Euro)". For more details, refer to http://www.isda.org/c_and_a/pdf/mktc1198.pdf
The documentation for this class was generated from the following files:
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