QuantLib.Time.DayCounter
class DayCounter m where Source #
Day counter type class
Methods
dcName :: m -> String Source #
Name of day counter
dcCount :: m -> Day -> Day -> Int Source #
Number of business days inbetween
dcYearFraction :: m -> Day -> Day -> Double Source #
Year fraction
Defined in QuantLib.Time.DayCounter
dcName :: Thirty360 -> String Source #
dcCount :: Thirty360 -> Day -> Day -> Int Source #
dcYearFraction :: Thirty360 -> Day -> Day -> Double Source #
data Thirty360 Source #
Thirty day counters as in QuantLib
Constructors
intGregorian :: Day -> (Int, Int, Int) Source #