Module net.finmath.lib
Package net.finmath.time.daycount

Class DayCountConvention_UNKNOWN

  • All Implemented Interfaces:
    Serializable, DayCountConvention
    public class DayCountConvention_UNKNOWN
extends Object
implements DayCountConvention, Serializable
    Implements a placeholder object for an unknown day count convention, throwing an exception, whenever a day count or day count fraction is requested. This class may become handy, if you like to construct products based on possibly incomplete data where an exception is thrown late, i.e., not at construction time, but at evaluation time.
    Version:
    1.0
    Author:
    Christian Fries
    See Also:
    Serialized Form

    • Constructor Detail

      • DayCountConvention_UNKNOWN

        public DayCountConvention_UNKNOWN()
        Create the unknown day count convention.

      • DayCountConvention_UNKNOWN

        public DayCountConvention_UNKNOWN​(String name)
        Create the unknown day count convention.
        Parameters:
        name - A given name, which will be shown in the IllegalArgumentException when any method is called on this object.

    • 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 (year 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 year fraction corresponding to the given period.