org.jfin.date.daycount.defaultimpl

Class ISMAActualActual

java.lang.Object

org.jfin.date.daycount.DaycountCalculator

org.jfin.date.daycount.defaultimpl.ISMAActualActual

public class ISMAActualActual
extends DaycountCalculator

If startCalendar and endCalendar are equal dates, returns zero.

Constructor Summary

Constructors

Constructor and Description
ISMAActualActual()

Method Summary

Modifier and Type	Method and Description
double	calculateDaycountFraction(java.util.Calendar startCalendar, java.util.Calendar endCalendar) Calculates the daycount fraction of the period represented by the startCalendar and endCalendar
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.

Methods inherited from class org.jfin.date.daycount.DaycountCalculator

calculateDaycountFraction, daysBetween

Methods inherited from class java.lang.Object

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

Constructor Detail

ISMAActualActual

public ISMAActualActual()

Method Detail

calculateDaycountFraction

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

Description copied from class: DaycountCalculator

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

Specified by:

calculateDaycountFraction in class DaycountCalculator

Returns:

The day count fraction of a year

Throws:

DaycountException

calculateDaycountFraction

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

Description copied from class: DaycountCalculator

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

Specified by:

calculateDaycountFraction in class DaycountCalculator

Returns:

The day count fraction of a year

Throws:

DaycountException