- java.lang.Object
-
- net.finmath.time.daycount.DayCountConvention_ACT
-
- net.finmath.time.daycount.DayCountConvention_ACT_360
-
- All Implemented Interfaces:
Serializable
,DayCountConvention
public class DayCountConvention_ACT_360 extends DayCountConvention_ACT implements DayCountConvention, Serializable
Implementation of ACT/360. Calculates the day count by calculating the actual number of days between startDate and endDate. A fractional day is rounded to the approximately nearest day. The day count fraction is calculated using ACT/360 convention, that is, the day count divided by 360. This day count convention is sometime called Money Market basis.-
The method
getDaycountFraction
corresponds to the implementation of the "ACT/360 method" of Excel function YEARFRAC, i.e., YEARFRAC(startDate,endDate,2).
- Version:
- 1.0
- Author:
- Christian Fries
- See Also:
- Serialized Form
-
-
Constructor Summary
Constructors Constructor Description DayCountConvention_ACT_360()
Create an ACT/360 day count convention.
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description 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 net.finmath.time.daycount.DayCountConvention_ACT
daysBetween, getDaycount
-
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.DayCountConvention
getDaycount
-
-
-
-
Method Detail
-
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 interfaceDayCountConvention
- Parameters:
startDate
- The start date given as aLocalDate
.endDate
- The end date given as aLocalDate
.- Returns:
- The daycount fraction corresponding to the given period.
-
-