Class DayCountConvention_ACT_365L

    • Constructor Detail

      • DayCountConvention_ACT_365L

        public DayCountConvention_ACT_365L()
        Create an ACT/365 day count convention.
    • 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 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.