/*
* 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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