Actual/Actual day count.  
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#include <ql/time/daycounters/actualactual.hpp>
List of all members.
| 
Public Types | 
| enum | Convention { ISMA, 
Bond, 
ISDA, 
Historical,
 Actual365, 
AFB, 
Euro
 }
 | 
| 
Public Member Functions | 
|  | ActualActual (Convention c=ActualActual::ISDA) | 
Detailed Description
Actual/Actual day count. 
The day count can be calculated according to:
- the ISDA convention, also known as "Actual/Actual (Historical)", "Actual/Actual", "Act/Act", and according to ISDA also "Actual/365", "Act/365", and "A/365";
- the ISMA and US Treasury convention, also known as "Actual/Actual (Bond)";
- the AFB convention, also known as "Actual/Actual (Euro)".
For more details, refer to http://www.isda.org/publications/pdf/Day-Count-Fracation1999.pdf
- Tests:
- the correctness of the results is checked against known good values. 
- Examples: 
- Bonds.cpp, CallableBonds.cpp, FRA.cpp, and swapvaluation.cpp.