Overview

Daycounter related functions.

Function List

qlDayCounterDayCount ()
qlDayCounterName ()
qlDayCounterYearFraction ()

Function Documentation

qlDayCounterDayCount

vector<long> returnValue
 
qlDayCounterDayCount(
        string daycounter
        long StartDate
        vector<long> EndDate
        any Trigger)

Description:

calculate the number of days in a period according to a given day count convention.

Supported Platforms:

Excel, Calc

Parameters

daycounter	ID of Enumeration of class QuantLib::DayCounter
StartDate	start date.
EndDate	end date.
Trigger	dependency tracking trigger

qlDayCounterName

string returnValue
 
qlDayCounterName(
        string daycounter
        any Trigger)

Description:

returns the name of the given DayCounter.

Supported Platforms:

Excel, Calc

Parameters

daycounter	ID of Enumeration of class QuantLib::DayCounter
Trigger	dependency tracking trigger

qlDayCounterYearFraction

vector<double> returnValue
 
qlDayCounterYearFraction(
        string daycounter
        long StartDate
        vector<long> EndDate
        long RefPeriodStart
        long RefPeriodEnd
        any Trigger)

Description:

calculate a year fraction.

Supported Platforms:

Excel, Calc

Parameters

daycounter	ID of Enumeration of class QuantLib::DayCounter
StartDate	start date.
EndDate	end date.
RefPeriodStart	start date for reference period. Default value = QuantLib::Date().
RefPeriodEnd	end date for reference period. Default value = QuantLib::Date().
Trigger	dependency tracking trigger