Uses of Interface
net.finmath.time.daycount.DayCountConventionInterface

Packages that use DayCountConventionInterface

Package	Description
net.finmath.marketdata.model.curves	Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.
net.finmath.marketdata.model.volatilities	Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.
net.finmath.montecarlo.interestrate.products.indices
net.finmath.time	Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
net.finmath.time.daycount	Provides various day count conventions, e.g., as used in the definition of coupon payments of interest rate products.

Uses of DayCountConventionInterface in net.finmath.marketdata.model.curves

Constructors in net.finmath.marketdata.model.curves with parameters of type DayCountConventionInterface

Constructor and Description
ForwardCurveNelsonSiegelSvensson(String name, Calendar referenceDate, String paymentOffsetCode, BusinessdayCalendarInterface paymentBusinessdayCalendar, BusinessdayCalendarInterface.DateRollConvention paymentDateRollConvention, DayCountConventionInterface daycountConvention, double[] parameter, double timeScaling)
ForwardCurveNelsonSiegelSvensson(String name, Calendar referenceDate, String paymentOffsetCode, BusinessdayCalendarInterface paymentBusinessdayCalendar, BusinessdayCalendarInterface.DateRollConvention paymentDateRollConvention, DayCountConventionInterface daycountConvention, double[] parameter, double timeScaling, double periodOffset)

Uses of DayCountConventionInterface in net.finmath.marketdata.model.volatilities

Fields in net.finmath.marketdata.model.volatilities declared as DayCountConventionInterface

Modifier and Type	Field and Description
protected DayCountConventionInterface	AbstractVolatilitySurface.daycountConvention

Uses of DayCountConventionInterface in net.finmath.montecarlo.interestrate.products.indices

Constructors in net.finmath.montecarlo.interestrate.products.indices with parameters of type DayCountConventionInterface

Constructor and Description
AccruedInterest(String name, String currency, Calendar referenceDate, Calendar periodStartDate, Calendar periodEndDate, AbstractIndex index, Double indexFixingTime, DayCountConventionInterface daycountConvention, boolean isNegativeAccruedInterest) Create an accrued interest index.

Uses of DayCountConventionInterface in net.finmath.time

Methods in net.finmath.time that return DayCountConventionInterface

Modifier and Type	Method and Description
DayCountConventionInterface	ScheduleInterface.getDaycountconvention() Returns the daycount convention used to calculate period lengths.
DayCountConventionInterface	Schedule.getDaycountconvention()
DayCountConventionInterface	RegularSchedule.getDaycountconvention()

Constructors in net.finmath.time with parameters of type DayCountConventionInterface

Constructor and Description
Schedule(Calendar referenceDate, DayCountConventionInterface daycountconvention, Period... periods)
Schedule(Calendar referenceDate, List<Period> periods, DayCountConventionInterface daycountconvention)

Uses of DayCountConventionInterface in net.finmath.time.daycount

Classes in net.finmath.time.daycount that implement DayCountConventionInterface

Modifier and Type	Class and Description
class	DayCountConvention_30E_360 Implementation of 30E/360 and 30E+/360.
class	DayCountConvention_30E_360_ISDA Implementation of 30E/360 ISDA.
class	DayCountConvention_30U_360 Calculates the day count using the US 30/360 adjusted method.
class	DayCountConvention_ACT Base class which calculates the day count by calculating the actual number of days between startDate and endDate.
class	DayCountConvention_ACT_360 Implementation of ACT/360.
class	DayCountConvention_ACT_365 Implementation of ACT/365.
class	DayCountConvention_ACT_365A Implementation of ACT/365A.
class	DayCountConvention_ACT_365L Implementation of ACT/365L.
class	DayCountConvention_ACT_ACT_AFB Implementation of ACT/ACT AFB.
class	DayCountConvention_ACT_ACT_ICMA Implementation of ACT/ACT ICMA.
class	DayCountConvention_ACT_ACT_ISDA Implementation of ACT/ACT ISDA.
class	DayCountConvention_ACT_ACT_YEARFRAC Implementation of ACT/ACT as in Excel (2013).
class	DayCountConvention_NL_365 Implementation of NL/365.
class	DayCountConvention_NONE This is a special day count convention, where the day count between two dates is always 0.0 and the year fraction for an interval is always 1.0.
class	DayCountConvention_UNKNOWN Implements a placeholder object for an unknown day count convention, throwing an exception, whenever a day count or day count fraction is requested.

Methods in net.finmath.time.daycount that return DayCountConventionInterface

Modifier and Type	Method and Description
static DayCountConventionInterface	DayCountConventionFactory.getDayCountConvention(String convention) Create a day count convention base on a convention string.