org.jfin.date.daycount

Class DaycountCalculator

java.lang.Object

org.jfin.date.daycount.DaycountCalculator

Direct Known Subclasses:

Actual360, Actual365Fixed, Actual366, AFBActualActual, Business252, EU30360, ISDAActualActual, ISMAActualActual, IT30360, US30360

public abstract class DaycountCalculator
extends java.lang.Object

Base class for DaycountCalculators. Used to interrogate the concrete instances of daycount basis calculators for day count fractions between two dates, or accross a period.

Constructor Summary

Constructors

Constructor and Description
DaycountCalculator()

Method Summary

Modifier and Type	Method and Description
abstract double	calculateDaycountFraction(java.util.Calendar startCalendar, java.util.Calendar endCalendar) Calculates the daycount fraction of the period represented by the startCalendar and endCalendar
abstract double	calculateDaycountFraction(java.util.Calendar startCalendar, java.util.Calendar endCalendar, java.util.Calendar periodStartCalendar, java.util.Calendar periodEndCalendar) Calculates the daycount fraction of the period represented by the startCalendar and endCalendar with reference to the period represented by periodStartCalendar and periodEndCalendar.
double	calculateDaycountFraction(Period period) Calculates the daycount fraction of the period; from the startCalendar to the endCalendar.
long	daysBetween(java.util.Calendar d1, java.util.Calendar d2) Returns the nearest calculation of the number of calendar days between two Calendars.

Methods inherited from class java.lang.Object

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

Constructor Detail

DaycountCalculator

public DaycountCalculator()

Method Detail

calculateDaycountFraction

public double calculateDaycountFraction(Period period)
                                 throws DaycountException

Calculates the daycount fraction of the period; from the startCalendar to the endCalendar.

Parameters:

period -

Returns:

The day count fraction of a year

Throws:

DaycountException

calculateDaycountFraction

public abstract double calculateDaycountFraction(java.util.Calendar startCalendar,
                                                 java.util.Calendar endCalendar)
                                          throws DaycountException

Calculates the daycount fraction of the period represented by the startCalendar and endCalendar

Parameters:

startCalendar -

endCalendar -

Returns:

The day count fraction of a year

Throws:

DaycountException

calculateDaycountFraction

public abstract double calculateDaycountFraction(java.util.Calendar startCalendar,
                                                 java.util.Calendar endCalendar,
                                                 java.util.Calendar periodStartCalendar,
                                                 java.util.Calendar periodEndCalendar)
                                          throws DaycountException

Calculates the daycount fraction of the period represented by the startCalendar and endCalendar with reference to the period represented by periodStartCalendar and periodEndCalendar. Used when the period represented by startCalendar and endCalendar is a long or short stub period, the periodStartCalendar and periodEndCalendar represent the 'notional' period as if it were a full period and not a stub

Parameters:

startCalendar -

endCalendar -

periodStartCalendar -

periodEndCalendar -

Returns:

The day count fraction of a year

Throws:

DaycountException

daysBetween

public long daysBetween(java.util.Calendar d1,
                        java.util.Calendar d2)

Returns the nearest calculation of the number of calendar days between two Calendars.

Parameters:

d1 -

d2 -

Returns:

The number of days between the two Calendars