/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2004 Ferdinando Ametrano Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email . The license is also available online at . This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ /*! \file actual365fixed.hpp \brief Actual/365 (Fixed) day counter */ #ifndef quantlib_actual365fixed_day_counter_h #define quantlib_actual365fixed_day_counter_h #include namespace QuantLib { //! Actual/365 (Fixed) day count convention /*! "Actual/365 (Fixed)" day count convention, also know as "Act/365 (Fixed)", "A/365 (Fixed)", or "A/365F". \warning According to ISDA, "Actual/365" (without "Fixed") is an alias for "Actual/Actual (ISDA)" (see ActualActual.) If Actual/365 is not explicitly specified as fixed in an instrument specification, you might want to double-check its meaning. \ingroup daycounters */ class Actual365Fixed : public DayCounter { private: class Impl : public DayCounter::Impl { public: std::string name() const { return std::string("Actual/365 (Fixed)"); } Time yearFraction(const Date& d1, const Date& d2, const Date&, const Date&) const { return dayCount(d1,d2)/365.0; } }; public: Actual365Fixed() : DayCounter(boost::shared_ptr( new Actual365Fixed::Impl)) {} }; } #endif