Class YearFractionToDateFunctions

Namespace

NanoQL.Time

Assembly

NanoQL.dll

The "inverse" of a day counter: the date a year fraction reaches.

public static class YearFractionToDateFunctions

Inheritance

object

YearFractionToDateFunctions

Inherited Members

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Methods

RoundToDayStart(Date)

The date rounded to the start of its day: the date itself.

public static Date RoundToDayStart(Date d)

Parameters

d Date

The date.

Returns

Date

The date.

Remarks

A date has no time of day here, as in QuantLib's default build, whose roundToDayStart returns the date unchanged; its high-resolution build rounds a date at or past noon to the next day.

YearFractionToDate(DayCounter, Date, double)

The date whose year fraction from the reference date, by the day counter, is closest to a time.

public static Date YearFractionToDate(DayCounter dayCounter, Date referenceDate, double t)

Parameters

dayCounter DayCounter

The day counter.

referenceDate Date

The reference date.

t double

The year fraction.

Returns

Date

The date.

Remarks

QuantLib casts a NaN time's day count to an integer unchecked, which is undefined (yearfractiontodate.cpp:40-41): here a NaN is refused on entry, a documented divergence. An infinite or overflowing day count is refused where QuantLib's boost::numeric_cast throws.

Exceptions

ArgumentNullException

dayCounter is null.

ArgumentException

t is NaN, or its day count overflows an integer (an infinite time among them); or referenceDate is default(Date).