java.lang.Object
net.finmath.time.daycount.DayCountConventionFactory
- All Implemented Interfaces:
Serializable
Factory methods for day count conventions.
- Version:
- 1.0
- Author:
- Christian Fries
- See Also:
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Method Summary
Modifier and TypeMethodDescriptionstatic double
getDaycount
(LocalDate startDate, LocalDate endDate, String convention) Return the number of days between startDate and endDate given the specific daycount convention.static DayCountConvention
getDayCountConvention
(String convention) Create a day count convention base on a convention string.static double
getDaycountFraction
(LocalDate startDate, LocalDate endDate, String convention) Return the daycount fraction corresponding to the period from startDate to endDate given the specific daycount convention.
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Method Details
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getDayCountConvention
Create a day count convention base on a convention string. The follwoing convention strings are supported- act/act isda
- 30/360
- 30E/360
- 30U/360
- act/360
- act/365
- act/act yearfrac
- Parameters:
convention
- A convention string.- Returns:
- A day count convention object.
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getDaycount
Return the number of days between startDate and endDate given the specific daycount convention. -
getDaycountFraction
Return the daycount fraction corresponding to the period from startDate to endDate given the specific daycount convention.
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