hquantlib-time-0.1.2: HQuantLib Time is a business calendar functions extracted from HQuantLib
Safe HaskellSafe-Inferred
LanguageHaskell2010

QuantLib.Time.DayCounter

Synopsis

Documentation

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

Instances

Instances details
DayCounter Thirty360 Source # 
Instance details

Defined in QuantLib.Time.DayCounter

Methods

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

ThirtyUSA 
ThirtyEuropean 
ThirtyItalian 

Instances

Instances details
DayCounter Thirty360 Source # 
Instance details

Defined in QuantLib.Time.DayCounter

Methods

dcName :: Thirty360 -> String Source #

dcCount :: Thirty360 -> Day -> Day -> Int Source #

dcYearFraction :: Thirty360 -> Day -> Day -> Double Source #

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