Namespace for ISDA 30/360 end‐of‐month day‐count convention functions.

Synopsis

Declared in <bbldc_terminatedisda30360eom.h>

struct TerminatedIsda30360Eom;

Description

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.

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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