/*
 * 

jFin, open source derivatives trade processing

* *

Copyright (C) 2005-2011 Morgan Brown Consultancy Ltd.

* *

This file is part of jFin.

* *

jFin is free software; you can redistribute it and/or modify it under the * terms of the GNU General Public License as published by the Free Software * Foundation; either version 2 of the License, or (at your option) any later * version.

* *

jFin is distributed in the hope that it will be useful, but WITHOUT * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public * License for more details.

* *

You should have received a copy of the GNU General Public License along * with jFin; if not, write to the Free Software Foundation, Inc., 51 Franklin * St, Fifth Floor, Boston, MA 02110-1301 USA.

*/ package com.mbc.jfin.daycount.impl.calculator; import com.mbc.jfin.daycount.impl.DaycountCalculator; import com.mbc.jfin.holiday.HolidayCalendar; import com.mbc.jfin.schedule.SchedulePeriod; /** * Created by IntelliJ IDEA. * User: dmb * Date: 06/05/2011 * Time: 08:55 */ public class IT30360DaycountCalculator implements DaycountCalculator { public double calculateDaycountFraction(SchedulePeriod period, HolidayCalendar calendar) { if(period.getStart().equals(period.getEnd())) return 0; int dayOfMonth1 = period.getStart().getDayOfMonth(); int dayOfMonth2 = period.getEnd().getDayOfMonth(); int month1 = period.getStart().getMonthOfYear(); int month2 = period.getEnd().getMonthOfYear(); int year1 = period.getStart().getYear(); int year2 = period.getEnd().getYear(); if (month1 == 2 && dayOfMonth1 > 27) dayOfMonth1 = 30; if (month2 == 2 && dayOfMonth2 > 27) dayOfMonth2 = 30; return ( year2 - year1 ) + ( ( 30 * ( month2 - month1 - 1 ) + Math.max(0, 30 - dayOfMonth1) + Math .min(30, dayOfMonth2) ) / 360.0d ); } }

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