Class DayCountConvention_NL_365

  • 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
    • Constructor Detail

      • DayCountConvention_NL_365

        public DayCountConvention_NL_365()
        Create an NL/365 day count convention.
    • Method Detail

      • 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 interface DayCountConvention
        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

        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.