Namespace for ISDA 30/360 end-of-month day-count convention functions.
Declared in <bbldc_terminatedisda30360eom.h>
struct TerminatedIsda30360Eom;
This struct provides a namespace for a suite of pure functions that compute values based on dates according to the ISDA 30/360 end-of-month day-count convention.
| Name | Description |
|---|---|
daysDiff | Return the (signed) number of days between two dates. |
yearsDiff | Return the (signed fractional) number of years between two dates. |