Module net.finmath.lib

Package net.finmath.time.daycount

Interface DayCountConvention

All Known Implementing Classes:

DayCountConvention_30E_360, DayCountConvention_30E_360_ISDA, DayCountConvention_30U_360, DayCountConvention_ACT, DayCountConvention_ACT_360, DayCountConvention_ACT_365, DayCountConvention_ACT_365A, DayCountConvention_ACT_365L, DayCountConvention_ACT_ACT_AFB, DayCountConvention_ACT_ACT_ICMA, DayCountConvention_ACT_ACT_ISDA, DayCountConvention_ACT_ACT_YEARFRAC, DayCountConvention_NL_365, DayCountConvention_NONE, DayCountConvention_UNKNOWN

public interface DayCountConvention

Interface for various day count conventions. Classes implementing this interface have to implement the methods getDaycount(LocalDate, LocalDate) and getDaycountFraction(LocalDate, LocalDate). Classes implementing these methods then provide day counting and day count fractions for a given interval.

Version:

1.0

Author:

Christian Fries

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.

Method Detail

getDaycount

double getDaycount(LocalDate startDate,
                   LocalDate endDate)

Return the number of days between startDate and endDate given the specific daycount convention.

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

double getDaycountFraction(LocalDate startDate,
                           LocalDate endDate)

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

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.