| Interface | Description |
|---|---|
| DCFCalculator |
This interface is the stub for all the day count convention functionality.
|
| Class | Description |
|---|---|
| ActActDCParams |
This class contains parameters to represent Act/Act day count.
|
| Convention |
This class contains flags that indicate where the holidays are loaded from, as well as the holiday types
and load rules.
|
| DateAdjustParams |
This class contains the parameters needed for adjusting dates.
|
| DateEOMAdjustment |
This class holds the applicable adjustments for a given date pair.
|
| DC1_1 |
This class implements the 1/1 day count convention.
|
| DC28_360 |
This class implements the 28/360 day count convention.
|
| DC30_360 |
This class implements the 30/360 day count convention.
|
| DC30_365 |
This Class Implements the 30/365 Day Count Convention.
|
| DC30_Act |
This class implements the 30/Act day count convention.
|
| DC30E_360 |
This class implements the 30E/360 day count convention.
|
| DC30E_360_ISDA |
This class implements the 30E/360 ISDA day count convention.
|
| DC30EPLUS_360_ISDA |
This class implements the 30E+/360 ISDA day count convention.
|
| DCAct_360 |
This class implements the Act/360 day count convention.
|
| DCAct_364 |
This class implements the Act/364 day count convention.
|
| DCAct_365 |
This class implements the Act/365 day count convention.
|
| DCAct_365L |
This class implements the Act/365L day count convention.
|
| DCAct_Act |
This class implements the Act/Act day count convention.
|
| DCAct_Act_ISDA |
This class implements the ISDA Act/Act day count convention.
|
| DCAct_Act_UST |
This class implements the US Treasury Bond Act/Act Day Count Convention.
|
| DCNL_360 |
This class implements the NL/360 day count convention.
|
| DCNL_365 |
This class implements the NL/365 day count convention.
|
| DCNL_Act |
This class implements the NL/Act day count convention.
|