net.finmath.time.daycount

Class DayCountConvention_NONE

java.lang.Object

net.finmath.time.daycount.DayCountConvention_NONE

All Implemented Interfaces:

DayCountConventionInterface

public class DayCountConvention_NONE
extends java.lang.Object
implements DayCountConventionInterface

This is a special day count convention, where the day count between two dates is always 0.0 and the year fraction for an interval is always 1.0. The latter property is probably the relevant property: you may use this day count convention if a coupon period pays the coupon without applying a year fraction of the accrual period, but the implementation requires an object implementing DayCountConventionInterface.

Constructor Summary

Constructors

Constructor and Description
DayCountConvention_NONE() Create a day count convention with a constant year fraction of 1.0 for all periods.

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_NONE

public DayCountConvention_NONE()

Create a day count convention with a constant year fraction of 1.0 for all periods.

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.