hquantlib-time-0.0.4.1: HQuantLib Time is a business calendar functions extracted from HQuantLib

Safe HaskellSafe
LanguageHaskell2010

QuantLib.Time.DayCounter

Synopsis

Documentation

data Thirty360 #

Thirty day counters as in QuantLib

Constructors

ThirtyUSA 
ThirtyEuropean 
ThirtyItalian 
Instances
DayCounter Thirty360 # 
Instance details

Defined in QuantLib.Time.DayCounter

Methods

dcName :: Thirty360 -> String #

dcCount :: Thirty360 -> Date -> Date -> Int #

dcYearFraction :: Thirty360 -> Date -> Date -> Double #

class DayCounter m where #

Day counter type class

Minimal complete definition

dcName, dcCount, dcYearFraction

Methods

dcName :: m -> String #

Name of day counter

dcCount :: m -> Date -> Date -> Int #

Number of business days inbetween

dcYearFraction :: m -> Date -> Date -> Double #

Year fraction

Instances
DayCounter Thirty360 # 
Instance details

Defined in QuantLib.Time.DayCounter

Methods

dcName :: Thirty360 -> String #

dcCount :: Thirty360 -> Date -> Date -> Int #

dcYearFraction :: Thirty360 -> Date -> Date -> Double #

intGregorian :: Day -> (Int, Int, Int) #