| Package | Description |
|---|---|
| net.finmath.time.daycount |
Provides various day count conventions, e.g., as used in the definition of coupon payments of interest rate products.
|
| Modifier and Type | Class and Description |
|---|---|
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).
|
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