/*
 * 

jFin, open source derivatives trade processing

* *

Copyright (C) 2005, 2006, 2007 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 org.jfin.date.daycount.defaultimpl; import java.util.Calendar; import java.util.logging.Logger; import org.jfin.date.daycount.DaycountCalculator; import org.jfin.date.daycount.DaycountException; /** * If startCalendar and endCalendar are equal dates, returns zero. */ public class EU30360 extends DaycountCalculator { private static Logger logger = Logger .getLogger("org.jfin.date.daycount.defaultimpl.EU30360"); public double calculateDaycountFraction(Calendar startCalendar, Calendar endCalendar) throws DaycountException { if (startCalendar.after(endCalendar)) { logger.fine("Dates are wrong way round so swap over"); Calendar holdCalendar = startCalendar; startCalendar = endCalendar; endCalendar = holdCalendar; } if (startCalendar.equals(endCalendar)) { logger.fine("Dates are the same so return zero"); return 0.0d; } int dayOfMonth1 = startCalendar.get(Calendar.DAY_OF_MONTH); int dayOfMonth2 = endCalendar.get(Calendar.DAY_OF_MONTH); int month1 = startCalendar.get(Calendar.MONTH); int month2 = endCalendar.get(Calendar.MONTH); int year1 = startCalendar.get(Calendar.YEAR); int year2 = endCalendar.get(Calendar.YEAR); if(dayOfMonth1==31) { dayOfMonth1 = 30; } if(dayOfMonth2==31) { dayOfMonth2 = 30; } int numerator = 360*( year2 - year1 ); numerator+= 30 * ( month2 - month1); numerator+= dayOfMonth2 - dayOfMonth1; return numerator/360d; } @Override public double calculateDaycountFraction(Calendar startCalendar, Calendar endCalendar, Calendar periodStartCalendar, Calendar periodEndCalendar) throws DaycountException { return calculateDaycountFraction(startCalendar, endCalendar); } }

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