net.finmath.time.daycount

Class DayCountConvention_NL_365

java.lang.Object

net.finmath.time.daycount.DayCountConvention_NL_365

All Implemented Interfaces:

DayCountConventionInterface

public class DayCountConvention_NL_365
extends java.lang.Object
implements DayCountConventionInterface

Implementation of NL/365. Calculates the day count by calculating the actual number of days between startDate (excluding) and endDate (including), excluding a leap day (February 29th) if present. The method is only exact, if the two calendar dates are (approximately) on the same time. A fractional day is rounded to the approximately nearest day (since daylight saving is not considered, the notion of nearest may be off by one hour). The day count fraction is calculated using NL/365 convention, that is, the day count is divided by 365.

Constructor Summary

Constructors

Constructor and Description
DayCountConvention_NL_365() Create an NL/365 day count convention.

Method Summary

Modifier and Type	Method and Description
double	getDaycount(java.util.Calendar startDate, java.util.Calendar endDate) Return the number of days between startDate and endDate given the specific daycount convention.
double	getDaycountFraction(java.util.Calendar startDate, java.util.Calendar endDate) Return the daycount fraction corresponding to the period from startDate to endDate given the specific daycount convention.

Methods inherited from class java.lang.Object

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

Constructor Detail

DayCountConvention_NL_365

public DayCountConvention_NL_365()

Create an NL/365 day count convention.

Method Detail

getDaycount

public double getDaycount(java.util.Calendar startDate,
                          java.util.Calendar endDate)

Description copied from interface: DayCountConventionInterface

Return the number of days between startDate and endDate given the specific daycount convention.

Specified by:

getDaycount in interface DayCountConventionInterface

Parameters:

startDate - The start date given as a Calendar.

endDate - The end date given as a Calendar.

Returns:

The number of days within the given period.

getDaycountFraction

public double getDaycountFraction(java.util.Calendar startDate,
                                  java.util.Calendar endDate)

Description copied from interface: DayCountConventionInterface

Return the daycount fraction corresponding to the period from startDate to endDate given the specific daycount convention.

Specified by:

getDaycountFraction in interface DayCountConventionInterface

Parameters:

startDate - The start date given as a Calendar.

endDate - The end date given as a Calendar.

Returns:

The daycount fraction corresponding to the given period.