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.

Synopsis

Declared in <bbldc_basicisdaactualactual.h>

struct BasicIsdaActualActual;

Static Member Functions

Name

Description

daysDiff

Return the (signed) number of days between two dates.

yearsDiff

Return the (signed fractional) number of years between two dates.

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