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.

Synopsis

Declared in <bbldc_terminatedisda30360eom.h>

static
double
yearsDiff(
    bdlt::Date const& beginDate,
    bdlt::Date const& endDate,
    bdlt::Date const& terminationDate = bdlt::Date(9999, 12, 31));

Created with MrDocs