BloombergLP::bbldc::BasicIsdaActualActual

This struct provides a namespace for a suite of pure functions that compute values based on dates according to the ISDA Actual/Actual day-count convention.

Synopsis

Declared in <bbldc_basicisdaactualactual.h>

struct BasicIsdaActualActual;

Static Member Functions

NameDescription
daysDiff Return the (signed) number of days between two dates.
yearsDiff Return the (signed fractional) number of years between two dates.