Module net.finmath.lib

Package net.finmath.time.daycount

Class DayCountConvention_NL_365

java.lang.Object

net.finmath.time.daycount.DayCountConvention_NL_365

All Implemented Interfaces:

Serializable, DayCountConvention

public class DayCountConvention_NL_365
extends Object
implements DayCountConvention, Serializable

Implementation of NL/365. Calculates the day count by calculating the actual number of days between startDate (excluding) and endDate (including), excluding a leap day (February 29th) if present. A fractional day is rounded to the approximately nearest day. The day count fraction is calculated using NL/365 convention, that is, the day count is divided by 365.

Version:

1.0

Author:

Christian Fries

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor	Description
DayCountConvention_NL_365()	Create an NL/365 day count convention.

Method Summary

Modifier and Type	Method	Description
double	getDaycount(LocalDate startDate, LocalDate endDate)	Return the number of days between startDate and endDate given the specific daycount convention.
double	getDaycountFraction(LocalDate startDate, LocalDate 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 Details

DayCountConvention_NL_365

public DayCountConvention_NL_365()

Create an NL/365 day count convention.

Method Details

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.

getDaycountFraction

public double getDaycountFraction(LocalDate startDate, LocalDate endDate)

Description copied from interface: DayCountConvention

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

Specified by:

getDaycountFraction in interface DayCountConvention

Parameters:

startDate - The start date given as a LocalDate.

endDate - The end date given as a LocalDate.

Returns:

The daycount fraction corresponding to the given period.