net.finmath.time.daycount

Class DayCountConvention_UNKNOWN

java.lang.Object

net.finmath.time.daycount.DayCountConvention_UNKNOWN

All Implemented Interfaces:

DayCountConventionInterface

public class DayCountConvention_UNKNOWN
extends Object
implements DayCountConventionInterface

Implements a placeholder object for an unknown day count convention, throwing an exception, whenever a day count or day count fraction is requested. This class may become handy, if you like to construct products based on possibly incomplete data where an exception is thrown late, i.e., not at construction time, but at evaluation time.

Author:

Christian Fries

Constructor Summary

Constructors

Constructor and Description
DayCountConvention_UNKNOWN() Create the unknown day count convention.
DayCountConvention_UNKNOWN(String name) Create the unknown day count convention.

Method Summary

Modifier and Type	Method and Description
double	getDaycount(Calendar startDate, Calendar endDate) Return the number of days between startDate and endDate given the specific daycount convention.
double	getDaycountFraction(Calendar startDate, Calendar endDate) Return the daycount fraction corresponding to the period from startDate to endDate given the specific daycount convention.

Methods inherited from class java.lang.Object

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

Constructor Detail

DayCountConvention_UNKNOWN

public DayCountConvention_UNKNOWN()

Create the unknown day count convention.

DayCountConvention_UNKNOWN

public DayCountConvention_UNKNOWN(String name)

Create the unknown day count convention.

Parameters:

name - A given name, which will be shown in the IllegalArgumentException when any method is called on this object.

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.

getDaycountFraction

public double getDaycountFraction(Calendar startDate,
                                  Calendar endDate)

Description copied from interface: DayCountConventionInterface

Return the daycount fraction corresponding to the period from startDate to endDate given the specific daycount convention.

Specified by:

getDaycountFraction in interface DayCountConventionInterface

Parameters:

startDate - The start date given as a Calendar.

endDate - The end date given as a Calendar.

Returns:

The daycount fraction corresponding to the given period.