/*
* 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;
import com.mbc.jfin.util.DateUtils;
/**
* Created by IntelliJ IDEA.
* User: dmb
* Date: 06/05/2011
* Time: 08:58
*/
public class US30360DaycountCalculator 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();
boolean isLastDayOfFebruary1 = DateUtils.isLastDayOfMonth(period.getStart()) && month1 == 2;
boolean isLastDayOfFebruary2 = DateUtils.isLastDayOfMonth(period.getEnd()) && month2 == 2;
if(isLastDayOfFebruary1 && isLastDayOfFebruary2) {
dayOfMonth2 = 30;
}
if(isLastDayOfFebruary1) {
dayOfMonth1 = 30;
}
if(dayOfMonth2==31 && dayOfMonth1>=30) {
dayOfMonth2 = 30;
}
if(dayOfMonth1==31) {
dayOfMonth1 = 30;
}
int numerator = 360*( year2 - year1 );
numerator+= 30 * ( month2 - month1);
numerator+= dayOfMonth2 - dayOfMonth1;
return numerator/360d;
}
}
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