- java.lang.Object
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- net.finmath.time.daycount.DayCountConvention_NL_365
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- 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
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Constructor Summary
Constructors Constructor Description DayCountConvention_NL_365()
Create an NL/365 day count convention.
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Method Summary
All Methods Instance Methods Concrete Methods 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.
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Method Detail
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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 interfaceDayCountConvention
- Parameters:
startDate
- The start date given as aLocalDate
.endDate
- The end date given as aLocalDate
.- Returns:
- The number of days within the given period.
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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.
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