ActualActual Class Reference
Date and time calculations » Day counters

Actual/Actual day count. More...

`#include <ql/time/daycounters/actualactual.hpp>`

Inheritance diagram for ActualActual:
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## Public Types

enum | Convention { ISMA, Bond, ISDA, Historical, Actual365, AFB, Euro }

## Public Member Functions

| ActualActual (Convention c=ActualActual::ISDA, const Schedule &schedule=Schedule())
Public Member Functions inherited from DayCounter
| DayCounter ()
bool | empty () const
| Returns whether or not the day counter is initialized.
std::string | name () const
| Returns the name of the day counter. More...
Date::serial_type | dayCount (const Date &, const Date &) const
| Returns the number of days between two dates.
Time | yearFraction (const Date &, const Date &, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) const
| Returns the period between two dates as a fraction of year.

## Additional Inherited Members

Protected Member Functions inherited from DayCounter
| DayCounter (const ext::shared_ptr< Impl > &impl)
Protected Attributes inherited from DayCounter
ext::shared_ptr< Impl > | impl_
Related Functions inherited from DayCounter
bool | operator== (const DayCounter &, const DayCounter &)
bool | operator!= (const DayCounter &, const DayCounter &)
std::ostream & | operator<< (std::ostream &, const DayCounter &)

## Detailed Description

Actual/Actual day count.

The day count can be calculated according to:

- the ISDA convention, also known as "Actual/Actual (Historical)", "Actual/Actual", "Act/Act", and according to ISDA also "Actual/365", "Act/365", and "A/365";
- the ISMA and US Treasury convention, also known as "Actual/Actual (Bond)";
- the AFB convention, also known as "Actual/Actual (Euro)".

For more details, refer to https://www.isda.org/a/pIJEE/The-Actual-Actual-Day-Count-Fraction-1999.pdf

Tests:
  the correctness of the results is checked against known good values.

Examples
  Bonds.cpp, CallableBonds.cpp, CVAIRS.cpp, and FRA.cpp.