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.

Synopsis

Declared in <bbldc_terminatedisda30360eom.h>

struct TerminatedIsda30360Eom;

Static Member Functions

Name

Description

daysDiff

Return the (signed) number of days between the specified beginDate and endDate, with the optionally specified terminationDate, according to the ISDA 30/360 end‐of‐month day‐count convention. If beginDate <= endDate, then the result is non‐negative. Note that reversing the order of beginDate and endDate negates the result. Also note that, in accordance with the convention definition, there are no constraints upon the supplied dates.

yearsDiff

Return the (signed fractional) number of years between the specified beginDate and endDate, with the optionally specified terminationDate, according to the ISDA 30/360 end‐of‐month 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. Also note that, in accordance with the convention definition, there are no constraints upon the supplied dates.

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