net.finmath.time.daycount

Class DayCountConvention_ACT

java.lang.Object

net.finmath.time.daycount.DayCountConvention_ACT

All Implemented Interfaces:

DayCountConventionInterface

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 DayCountConventionInterface

Base class which calculates the day count by calculating the actual number of days between startDate and endDate. The method is only exact, if the two calendar dates are (approximately) on the same time. A fractional day is rounded to the approximately nearest day (since daylight saving is not considered, the notion of nearest may be off by one hour).

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(Calendar startDate, Calendar endDate) Returns the number of days, between two Calendar dates.
double	getDaycount(Calendar startDate, Calendar 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.DayCountConventionInterface

getDaycountFraction

Constructor Detail

DayCountConvention_ACT

public DayCountConvention_ACT()

Create an ACT day count convention.

Method Detail

getDaycount

public double getDaycount(Calendar startDate,
                          Calendar endDate)

Description copied from interface: DayCountConventionInterface

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

Specified by:

getDaycount in interface DayCountConventionInterface

Parameters:

startDate - The start date given as a Calendar.

endDate - The end date given as a Calendar.

Returns:

The number of days within the given period.

daysBetween

public static double daysBetween(Calendar startDate,
                                 Calendar endDate)

Returns the number of days, between two Calendar dates. The method is only exact, if the two calendar dates are (approximately) on the same time. A fractional day is rounded to the approximately nearest day (since daylight saving is not considered, the notion of nearest may be off by one hour). The formula implemented is Math.round( ((double)(endDate.getTimeInMillis()-startDate.getTimeInMillis())) / 1000.0 / 60.0 / 60.0 / 24)

For more accurate calculation consider org.joda.time.Days.

However, the method is correct if each calendar is on the same time and they differ only by days.

Parameters:

startDate - The start date of the interval.

endDate - The end date of the interval.

Returns:

Number of days between startDate and endDate.