DayCountConvention_ACT_ACT_AFB (finmath lib 5.0.5 API)

java.lang.Object
- net.finmath.time.daycount.DayCountConvention_ACT
- - net.finmath.time.daycount.DayCountConvention_ACT_ACT_AFB

All Implemented Interfaces:

Serializable, DayCountConvention
```
public class DayCountConvention_ACT_ACT_AFB
extends DayCountConvention_ACT
implements Serializable
```
Implementation of ACT/ACT AFB. 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_ACT_AFB convention. The algorithm works as follows:
- If the interval from startDate to endDate spans more than a whole year, then the number of whole years is subtracted from the endDate year and added (as an integer) to the day count fraction. Here, subtraction of whole year(s) means:
  - If the end date is on a February 29th and the resulting day is not in a leap year, it will be set to February 28th of that year (i.e., we preserve "end of month").
  - If the end date is on a February 28th of a non-leap year and the resulting day is in a leap year, it will be on February 29th of that year (i.e., we preserve "end of month").
  - Otherwise the resulting day has the same day of month and the same month as the end year.
- For the remaining interval the actual number of days is divided by a denominator, where the denominator is 366.0 if February 29th is in between start and end and 365.0 otherwise.
Version:

1.0

Author:

Christian Fries

See Also:

Serialized Form

Constructor Summary

Constructors
Constructor Description

DayCountConvention_ACT_ACT_AFB()
Create an ACT/ACT FBA daycount 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.
`String`	`toString()`

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, wait, wait, wait

- Constructor Detail
  - DayCountConvention_ACT_ACT_AFB
```
public DayCountConvention_ACT_ACT_AFB()
```
    Create an ACT/ACT FBA daycount 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.
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object