BasicActual360 | 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. |
BasicActual36525 | This struct provides a namespace for a suite of pure functions that compute values based on dates according to the Actual/365.25 day-count convention. |
BasicActual365Fixed | This struct provides a namespace for a suite of pure functions that compute values based on dates according to the Actual/365 fixed day-count convention. |
BasicBasicDayCountAdapter | This class provides an "adapter" from the specified CONVENTION to the bbldc::BasicDayCount protocol that can be used for determining values based on dates according to the day-count CONVENTION. |
BasicDateRangeDayCountAdapter | This class provides an "adapter" from the specified CONVENTION to the bbldc::DateRangeDayCount protocol that can be used for determining values based on dates according to the day-count CONVENTION. |
BasicDayCount | This class provides a protocol for determining values based on dates according to derived implementations of specific day-count conventions. |
BasicDayCountUtil | This struct provides a namespace for a suite of pure functions that compute values based on dates according to enumerated day-count conventions. |
BasicIsda11 | This struct provides a namespace for a suite of pure functions that compute values based on dates according to the ISDA 1/1 day-count convention. |
BasicIsdaActualActual | This struct provides a namespace for a suite of pure functions that compute values based on dates according to the ISDA Actual/Actual day-count convention. |
BasicIsma30360 | This struct provides a namespace for a suite of pure functions that compute values based on dates according to the ISMA 30/360 day-count convention. |
BasicNl365 | This struct provides a namespace for a suite of pure functions that compute values based on dates according to the NL/365 day-count convention. |
BasicPsa30360Eom | This struct provides a namespace for a suite of pure functions that compute values based on dates according to the PSA 30/360 end-of-month day-count convention. |
BasicSia30360Eom | This struct provides a namespace for a suite of pure functions that compute values based on dates according to the SIA 30/360 end-of-month day-count convention. |
BasicSia30360Neom | This struct provides a namespace for a suite of pure functions that compute values based on dates according to the SIA-30/360-neom day-count convention. |
CalendarBus252 | This struct provides a namespace for a suite of pure functions that compute values based on dates according to the BUS-252 day-count convention. |
CalendarDateRangeDayCountAdapter | This class provides an "adapter" from the specified CONVENTION, that requires a calendar to compute the day count and the year fraction, to the bbldc::DateRangeDayCount protocol that can be used for determining values based on dates according to the day-count CONVENTION. |
CalendarDayCountUtil | This struct provides a namespace for a suite of pure functions that compute values based on dates according to enumerated day-count conventions. |
DateRangeDayCount | This class provides a protocol for determining values based on dates according to derived implementations of specific day-count conventions. The methods firstDate and lastDate define a date range for which calculations are valid, to reflect the valid range of, say, a calendar required for the computations. |
DayCountConvention | This struct provides a namespace for enumerating the set of day-count conventions supported within bbldc. See Enum in the TYPES sub-section for details. |
PeriodDateRangeDayCountAdapter | This class provides an "adapter" from the specified CONVENTION, that requires a set of periods to compute the year fraction, to the bbldc::DateRangeDayCount protocol that can be used for determining values based on dates according to the day-count CONVENTION. |
PeriodDayCountUtil | This struct provides a namespace for a suite of pure functions that compute values based on dates according to enumerated day-count conventions. |
PeriodIcmaActualActual | This struct provides a namespace for a suite of pure functions that compute values based on dates according to the ICMA Actual/Actual day-count convention. |
TerminatedBasicDayCountAdapter | This class provides an "adapter" from the specified CONVENTION to the bbldc::BasicDayCount protocol that can be used for determining values based on dates according to the day-count CONVENTION. |
TerminatedDateRangeDayCountAdapter | This class provides an "adapter" from the specified CONVENTION to the bbldc::DateRangeDayCount protocol that can be used for determining values based on dates according to the day-count CONVENTION. |
TerminatedDayCountUtil | This struct provides a namespace for a suite of pure functions that compute values based on dates according to enumerated day-count conventions. |
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. |