BloombergLP::bbldc::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.

Synopsis

Declared in <bbldc_basicsia30360eom.h>

struct BasicSia30360Eom;

Static Member Functions

NameDescription
daysDiff Return the (signed) number of days between the specified beginDate and endDate according to the SIA 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.
yearsDiff Return the (signed fractional) number of years between the specified beginDate and endDate according to the SIA 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.