Esempi in C++ (Cpp) per Calendar::businessDaysBetween

Esempio n. 1

File: PayoffBase.cpp Progetto: minikie/OTCDerivativesCalculatorModule

void PayoffBase::initialize(const TimeGrid& timeGrid, const Calendar& calendar){
			
		Date today = Settings::instance().evaluationDate();
		Date issueDate = Date(27,Sep,2012);

		payoffDatesPosition_ = calendar.businessDaysBetween(issueDate,payoffDate_,true,false);
}

Esempio n. 2

File: PayoffBase.cpp Progetto: minikie/OTCDerivativesCalculatorModule

void PayoffManager::initialize(const TimeGrid& timeGrid, const Calendar& calendar){
			
		Date today = Settings::instance().evaluationDate();
		Date issueDate = Date(27,Sep,2012);
		/*std::cout << issueDate.serialNumber() << std::endl;
		std::cout << payoffDate_.serialNumber() << std::endl;
		std::cout << payoffDate_.serialNumber() - issueDate.serialNumber() << std::endl;*/

		payoffDatesPosition_ = calendar.businessDaysBetween(issueDate,payoffDate_,true,false);
		//std::cout << payoffDatesPosition_;
}