net.finmath.time.daycount

Class DayCountConvention_ACT

java.lang.Object

net.finmath.time.daycount.DayCountConvention_ACT

All Implemented Interfaces:

DayCountConvention

Direct Known Subclasses:

DayCountConvention_ACT_360, DayCountConvention_ACT_365, DayCountConvention_ACT_365A, DayCountConvention_ACT_365L, DayCountConvention_ACT_ACT_AFB, DayCountConvention_ACT_ACT_ICMA, DayCountConvention_ACT_ACT_ISDA, DayCountConvention_ACT_ACT_YEARFRAC

public abstract class DayCountConvention_ACT
extends Object
implements DayCountConvention

Base class which calculates the day count by calculating the actual number of days between startDate and endDate. A fractional day is rounded to the approximately nearest day.

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor and Description
DayCountConvention_ACT() Create an ACT day count convention.

Method Summary

Modifier and Type	Method and Description
static double	daysBetween(LocalDate startDate, LocalDate endDate) Returns the number of days, between two dates.
double	getDaycount(LocalDate startDate, LocalDate endDate) Return the number of days between startDate and endDate given the specific daycount convention.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface net.finmath.time.daycount.DayCountConvention

getDaycountFraction

Constructor Detail

DayCountConvention_ACT

public DayCountConvention_ACT()

Create an ACT day count convention.

Method Detail

getDaycount

public double getDaycount(LocalDate startDate,
                          LocalDate endDate)

Description copied from interface: DayCountConvention

Return the number of days between startDate and endDate given the specific daycount convention.

Specified by:

getDaycount in interface DayCountConvention

Parameters:

startDate - The start date given as a LocalDate.

endDate - The end date given as a LocalDate.

Returns:

The number of days within the given period.

daysBetween

public static double daysBetween(LocalDate startDate,
                                 LocalDate endDate)

Returns the number of days, between two dates. A fractional day is rounded to the approximately nearest day. The formula implemented is (endDate.toEpochDay() - startDate.toEpochDay());

Parameters:

startDate - The start date of the interval.

endDate - The end date of the interval.

Returns:

Number of days between startDate and endDate.