/*
* 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;
/**
* Based upon the implementation from QuantLib http://www.quantlib.org/
*
* If startCalendar and endCalendar are equal dates, returns zero.
*/
public class IT30360 extends DaycountCalculator
{
private static Logger logger = Logger
.getLogger("org.jfin.date.daycount.defaultimpl.IT30360");
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 dd1 = startCalendar.get(Calendar.DAY_OF_MONTH);
int dd2 = endCalendar.get(Calendar.DAY_OF_MONTH);
int mm1 = startCalendar.get(Calendar.MONTH);
int mm2 = endCalendar.get(Calendar.MONTH);
int yy1 = startCalendar.get(Calendar.YEAR);
int yy2 = endCalendar.get(Calendar.YEAR);
if (mm1 == 2 && dd1 > 27)
dd1 = 30;
if (mm2 == 2 && dd2 > 27)
dd2 = 30;
return ( yy2 - yy1 )
+ ( ( 30 * ( mm2 - mm1 - 1 ) + Math.max(0, 30 - dd1) + Math
.min(30, dd2) ) / 360.0d );
}
@Override
public double calculateDaycountFraction(Calendar startCalendar,
Calendar endCalendar, Calendar periodStartCalendar,
Calendar periodEndCalendar) throws DaycountException
{
return calculateDaycountFraction(startCalendar, endCalendar);
}
}
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