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

Class DayCountConvention_ACT_365

java.lang.Object
net.finmath.time.daycount.DayCountConvention_ACT
net.finmath.time.daycount.DayCountConvention_ACT_365
All Implemented Interfaces:
Serializable, DayCountConvention
public class DayCountConvention_ACT_365 extends DayCountConvention_ACT implements Serializable
Implementation of ACT/365. 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/365 convention, that is, the day count is divided by 365.
  • The method getDaycountFraction corresponds to the implementation of the "ACT/365 method" of Excel function YEARFRAC, i.e., YEARFRAC(startDate,endDate,3).
Version:
1.0
Author:
Christian Fries
See Also:
Serialized Form

  • Constructor Details

    • DayCountConvention_ACT_365

      public DayCountConvention_ACT_365()
      Create an ACT/365 day count convention.

  • Method Details

    • 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.