BloombergLP::bbldc::TerminatedBasicDayCountAdapter::TerminatedBasicDayCountAdapter

Create a day-count adapter that uses the specified terminationDate during.

Synopsis

Declared in <bbldc_terminatedbasicdaycountadapter.h>

TerminatedBasicDayCountAdapter(bdlt::Date const& terminationDate);

Parameters

NameDescription
terminationDatetermination date used in all calculations