/*
Copyright (C) 2007 Richard Gomes
This source code is release under the BSD License.
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program 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 license for more details.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
/*
Copyright (C) 2004 Ferdinando Ametrano
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program 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 license for more details.
*/
package org.jquantlib.daycounters;
import org.jquantlib.lang.annotation.QualityAssurance;
import org.jquantlib.lang.annotation.QualityAssurance.Quality;
import org.jquantlib.lang.annotation.QualityAssurance.Version;
import org.jquantlib.time.Date;
/**
* "Actual/365 (Fixed)" day count convention, also know as
* "Act/365 (Fixed)", "A/365 (Fixed)", or "A/365F".
*
* @note According to ISDA, "Actual/365" (without "Fixed") is
* an alias for "Actual/Actual (ISDA)"DayCounter (see
* ActualActual.) If Actual/365 is not explicitly
* specified as fixed in an instrument specification,
* you might want to double-check its meaning.
*
* @author Srinivas Hasti
* @author Richard Gomes
*/
@QualityAssurance(quality=Quality.Q4_UNIT, version=Version.V097, reviewers="Richard Gomes")
public class Actual365Fixed extends DayCounter {
public Actual365Fixed() {
super.impl = new Impl();
}
//
// private inner classes
//
final private class Impl extends DayCounter.Impl {
//
// implements DayCounter
//
@Override
public final String name() /* @ReadOnly */{
return "Actual/365 (fixed)";
}
@Override
public /*@Time*/ final double yearFraction(
final Date dateStart, final Date dateEnd,
final Date refPeriodStart, final Date refPeriodEnd) /* @ReadOnly */{
return /*@Time*/ dayCount(dateStart, dateEnd)/365.0;
}
}
}
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