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.
Declared in <bbldc_basicisda11.h>
struct BasicIsda11;| Name | Description |
|---|---|
daysDiff | Return the (signed) number of days between the specified beginDate and endDate according to the ISDA 1/1 day-count convention. If beginDate < endDate, then the result is one. If beginDate == endDate, then the result is zero. 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 ISDA 1/1 day-count convention. If beginDate < endDate, then the result is one. If beginDate == endDate, then the result is zero. 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. |