Name |
Description |
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 CONVENTION to bbldc::BasicDayCount. |
BasicDateRangeDayCountAdapter
|
Adapter from a day‐count CONVENTION to bbldc::DateRangeDayCount. |
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
|
Adapter from a calendar‐based day‐count CONVENTION to bbldc::DateRangeDayCount. |
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. |
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
|
Adapter from a period‐based day‐count CONVENTION to bbldc::DateRangeDayCount. |
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 CONVENTION to bbldc::BasicDayCount. |
TerminatedDateRangeDayCountAdapter
|
Adapter from a day‐count CONVENTION to bbldc::DateRangeDayCount. |
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
|
Namespace for ISDA 30/360 end‐of‐month day‐count convention functions. |