com.mbc.jfin.daycount.impl.calculator

Class ISDAActualActualDaycountCalculator

java.lang.Object

com.mbc.jfin.daycount.impl.calculator.ISDAActualActualDaycountCalculator

All Implemented Interfaces:

DaycountCalculator

public class ISDAActualActualDaycountCalculator
extends java.lang.Object
implements DaycountCalculator

Created by IntelliJ IDEA. User: dmb Date: 06/05/2011 Time: 09:03

Constructor Summary

Constructors

Constructor and Description
ISDAActualActualDaycountCalculator()

Method Summary

Modifier and Type	Method and Description
double	calculateDaycountFraction(SchedulePeriod period, HolidayCalendar calendar)
int[]	getDenominators(java.util.List<SchedulePeriod> subPeriods) Calculates the denominators for a set of periods
int[]	getNumerators(java.util.List<SchedulePeriod> subPeriods) Calculates the numerators for a set of periods
java.util.List<SchedulePeriod>	getPeriods(SchedulePeriod period)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ISDAActualActualDaycountCalculator

public ISDAActualActualDaycountCalculator()

Method Detail

calculateDaycountFraction

public double calculateDaycountFraction(SchedulePeriod period,
                                        HolidayCalendar calendar)

Specified by:

calculateDaycountFraction in interface DaycountCalculator

getPeriods

public java.util.List<SchedulePeriod> getPeriods(SchedulePeriod period)

getNumerators

public int[] getNumerators(java.util.List<SchedulePeriod> subPeriods)

Calculates the numerators for a set of periods

Parameters:

subPeriods - A list of the sub periods

Returns:

An array of type int containing the numberators for the periods

getDenominators

public int[] getDenominators(java.util.List<SchedulePeriod> subPeriods)

Calculates the denominators for a set of periods

Parameters:

subPeriods - A list of the sub periods

Returns:

An array of type int containing the denominators of the sub periods