org.jquantlib.daycounters

Class DayCounter

java.lang.Object

org.jquantlib.daycounters.DayCounter

Direct Known Subclasses:

Actual360, Actual365Fixed, ActualActual, Business252, SimpleDayCounter, Thirty360

public class DayCounter
extends java.lang.Object

This interface provides methods for determining the length of a time period according to given market convention, both as a number of days and as a year fraction.

See Also:

Day count convention

Constructor Summary

Constructors

Constructor and Description
DayCounter()

Method Summary

Modifier and Type	Method and Description
long	dayCount(Date dateStart, Date dateEnd) Returns the number of days between two dates
boolean	empty() Returns whether or not the day counter is initialized
boolean	eq(DayCounter another) Returns true if this and other belong to the same derived class.
boolean	equals(java.lang.Object obj)
int	hashCode()
java.lang.String	name()
boolean	ne(DayCounter another)
java.lang.String	toString()
double	yearFraction(Date dateStart, Date dateEnd) Returns the period between two dates as a fraction of year
double	yearFraction(Date dateStart, Date dateEnd, Date refPeriodStart, Date refPeriodEnd) Returns the period between two dates as a fraction of year, considering referencing dates for both.

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Constructor Detail

DayCounter

public DayCounter()

Method Detail

empty

public boolean empty()

Returns whether or not the day counter is initialized

name

public java.lang.String name()

Returns:

the name of this DayCounter

dayCount

public long dayCount(Date dateStart,
                     Date dateEnd)

Returns the number of days between two dates

Parameters:

dateStart - is the starting Date

dateEnd - is the ending Date

Returns:

the number of days between two dates.

yearFraction

public double yearFraction(Date dateStart,
                           Date dateEnd)

Returns the period between two dates as a fraction of year

Parameters:

dateStart -

dateEnd -

Returns:

the period between two dates as a fraction of year

yearFraction

public double yearFraction(Date dateStart,
                           Date dateEnd,
                           Date refPeriodStart,
                           Date refPeriodEnd)

Returns the period between two dates as a fraction of year, considering referencing dates for both.

Parameters:

dateStart -

dateEnd -

refPeriodStart -

refPeriodEnd -

Returns:

the period between two dates as a fraction of year, considering referencing dates for both.

eq

public boolean eq(DayCounter another)

Returns true if this and other belong to the same derived class.

ne

public boolean ne(DayCounter another)

Returns:

the negation of eq(DayCounter)

hashCode

public int hashCode()

Overrides:

hashCode in class java.lang.Object

equals

public boolean equals(java.lang.Object obj)

Overrides:

equals in class java.lang.Object

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object