Uses of Interface
net.finmath.time.daycount.DayCountConvention

Packages that use DayCountConvention

Package	Description
net.finmath.marketdata.model.curves	Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.
net.finmath.marketdata.model.volatilities	Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.
net.finmath.marketdata2.model.volatilities	Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.
net.finmath.modelling.descriptor	Provides interface separating implementation from specification (of models and products)
net.finmath.montecarlo.interestrate.products.indices	Provides a set of indices which can be used as part of a period.
net.finmath.time	Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
net.finmath.time.daycount	Provides various day count conventions, e.g., as used in the definition of coupon payments of interest rate products.

Uses of DayCountConvention in net.finmath.marketdata.model.curves

Constructors in net.finmath.marketdata.model.curves with parameters of type DayCountConvention

Constructor	Description
ForwardCurveFromDiscountCurve(String name, String referenceDiscountCurveName, String discountCurveName, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentOffsetBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentOffsetDateRollConvention, DayCountConvention daycountConvention, double periodOffset)	Create a forward curve using a given referenceDiscountCurveForForwards.
ForwardCurveNelsonSiegelSvensson(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, DayCountConvention daycountConvention, double[] parameter, double timeScaling)
ForwardCurveNelsonSiegelSvensson(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, DayCountConvention daycountConvention, double[] parameter, double timeScaling, double periodOffset)

Uses of DayCountConvention in net.finmath.marketdata.model.volatilities

Methods in net.finmath.marketdata.model.volatilities that return DayCountConvention

Modifier and Type	Method	Description
DayCountConvention	AbstractVolatilitySurface.getDaycountConvention()

Constructors in net.finmath.marketdata.model.volatilities with parameters of type DayCountConvention

Constructor	Description
AbstractVolatilitySurface(String name, LocalDate referenceDate, ForwardCurve forwardCurve, DiscountCurve discountCurve, VolatilitySurface.QuotingConvention quotingConvention, DayCountConvention daycountConvention)
AbstractVolatilitySurfaceParametric(String name, LocalDate referenceDate, ForwardCurve forwardCurve, DiscountCurve discountCurve, VolatilitySurface.QuotingConvention quotingConvention, DayCountConvention daycountConvention)

Uses of DayCountConvention in net.finmath.marketdata2.model.volatilities

Methods in net.finmath.marketdata2.model.volatilities that return DayCountConvention

Modifier and Type	Method	Description
DayCountConvention	AbstractVolatilitySurface.getDaycountConvention()

Constructors in net.finmath.marketdata2.model.volatilities with parameters of type DayCountConvention

Constructor	Description
AbstractVolatilitySurface(String name, LocalDate referenceDate, ForwardCurve forwardCurve, DiscountCurve discountCurve, VolatilitySurface.QuotingConvention quotingConvention, DayCountConvention daycountConvention)

Uses of DayCountConvention in net.finmath.modelling.descriptor

Constructors in net.finmath.modelling.descriptor with parameters of type DayCountConvention

Constructor	Description
ScheduleDescriptor(List<Period> periods, DayCountConvention daycountConvention)	Construct a schedule descriptor via a list of periods and daycount convention.

Uses of DayCountConvention in net.finmath.montecarlo.interestrate.products.indices

Constructors in net.finmath.montecarlo.interestrate.products.indices with parameters of type DayCountConvention

Constructor	Description
AccruedInterest(String name, String currency, LocalDate referenceDate, LocalDate periodStartDate, LocalDate periodEndDate, AbstractIndex index, Double indexFixingTime, DayCountConvention daycountConvention, boolean isNegativeAccruedInterest)	Create an accrued interest index.
NumerairePerformanceIndex(String name, String currency, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, DayCountConvention daycountConvention)

Uses of DayCountConvention in net.finmath.time

Methods in net.finmath.time that return DayCountConvention

Modifier and Type	Method	Description
DayCountConvention	RegularSchedule.getDaycountconvention()
DayCountConvention	Schedule.getDaycountconvention()	Returns the daycount convention used to calculate period lengths.
DayCountConvention	ScheduleFromPeriods.getDaycountconvention()

Constructors in net.finmath.time with parameters of type DayCountConvention

Constructor	Description
ScheduleFromPeriods(LocalDate referenceDate, List<Period> periods, DayCountConvention daycountconvention)
ScheduleFromPeriods(LocalDate referenceDate, DayCountConvention daycountconvention, Period... periods)

Uses of DayCountConvention in net.finmath.time.daycount

Classes in net.finmath.time.daycount that implement DayCountConvention

Modifier and Type	Class	Description
class	DayCountConvention_30E_360	Implementation of 30E/360 and 30E+/360.
class	DayCountConvention_30E_360_ISDA	Implementation of 30E/360 ISDA.
class	DayCountConvention_30U_360	Calculates the day count using the US 30/360 adjusted method.
class	DayCountConvention_ACT	Base class which calculates the day count by calculating the actual number of days between startDate and endDate.
class	DayCountConvention_ACT_360	Implementation of ACT/360.
class	DayCountConvention_ACT_365	Implementation of ACT/365.
class	DayCountConvention_ACT_365A	Implementation of ACT/365A.
class	DayCountConvention_ACT_365L	Implementation of ACT/365L.
class	DayCountConvention_ACT_ACT_AFB	Implementation of ACT/ACT AFB.
class	DayCountConvention_ACT_ACT_ICMA	Implementation of ACT/ACT ICMA.
class	DayCountConvention_ACT_ACT_ISDA	Implementation of ACT/ACT ISDA.
class	DayCountConvention_ACT_ACT_YEARFRAC	Implementation of ACT/ACT as in Excel (2013).
class	DayCountConvention_NL_365	Implementation of NL/365.
class	DayCountConvention_NONE	This is a special day count convention, where the day count between two dates is always 0.0 and the year fraction for an interval is always 1.0.
class	DayCountConvention_UNKNOWN	Implements a placeholder object for an unknown day count convention, throwing an exception, whenever a day count or day count fraction is requested.

Methods in net.finmath.time.daycount that return DayCountConvention

Modifier and Type	Method	Description
static DayCountConvention	DayCountConventionFactory.getDayCountConvention(String convention)	Create a day count convention base on a convention string.