This struct provides a namespace for a suite of pure functions that compute values based on dates according to the Actual/360 day‐count convention.

Synopsis

Declared in <bbldc_basicactual360.h>

struct BasicActual360;

Static Member Functions

Name

Description

daysDiff

Return the (signed) number of days between the specified beginDate and endDate according to the Actual/360 day‐count convention. If beginDate <= endDate then the result is non‐negative. Note that reversing the order of beginDate and endDate negates the result.

yearsDiff

Return the (signed fractional) number of years between the specified beginDate and endDate according to the Actual/360 day‐count convention. If beginDate <= endDate then the result is non‐negative. Note that reversing the order of beginDate and endDate negates the result; specifically, |yearsDiff(b, e) + yearsDiff(e, b)| <= 1.0e‐15 for all dates b and e.

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