org.jquantlib.daycounters

Class Thirty360

java.lang.Object

org.jquantlib.daycounters.DayCounter

org.jquantlib.daycounters.Thirty360

public class Thirty360
extends DayCounter

30/360 day count convention

The 30/360 day count can be calculated according to US, European, or Italian conventions.

US (NASD) convention: if the starting date is the 31st of a month, it becomes equal to the 30th of the same month. If the ending date is the 31st of a month and the starting date is earlier than the 30th of a month, the ending date becomes equal to the 1st of the next month, otherwise the ending date becomes equal to the 30th of the same month. Also known as "30/360", "360/360", or "Bond Basis"

European convention: starting dates or ending dates that occur on the 31st of a month become equal to the 30th of the same month. Also known as "30E/360", or "Eurobond Basis"

Italian convention: starting dates or ending dates that occur on February and are grater than 27 become equal to 30 for computational sake.

See Also:

Day count convention

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	Thirty360.Convention 30/360 Calendar Conventions

Constructor Summary

Constructors

Constructor and Description
Thirty360()
Thirty360(Thirty360.Convention c)

Method Summary

Methods inherited from class org.jquantlib.daycounters.DayCounter

dayCount, empty, eq, equals, hashCode, name, ne, toString, yearFraction, yearFraction

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Constructor Detail

Thirty360

public Thirty360()

Thirty360

public Thirty360(Thirty360.Convention c)