Class DayCountConvention_ACT_365

  • All Implemented Interfaces:
    Serializable, DayCountConvention

    public class DayCountConvention_ACT_365
    extends DayCountConvention_ACT
    implements Serializable
    Implementation of ACT/365. Calculates the day count by calculating the actual number of days between startDate and endDate. A fractional day is rounded to the approximately nearest day. The day count fraction is calculated using ACT/365 convention, that is, the day count is divided by 365.
    • The method getDaycountFraction corresponds to the implementation of the "ACT/365 method" of Excel function YEARFRAC, i.e., YEARFRAC(startDate,endDate,3).
    Christian Fries
    See Also:
    Serialized Form
    • Constructor Detail

      • DayCountConvention_ACT_365

        public DayCountConvention_ACT_365()
        Create an ACT/365 day count convention.
    • Method Detail

      • getDaycountFraction

        public double getDaycountFraction​(LocalDate startDate,
                                          LocalDate endDate)
        Description copied from interface: DayCountConvention
        Return the daycount fraction corresponding to the period from startDate to endDate given the specific daycount convention.
        Specified by:
        getDaycountFraction in interface DayCountConvention
        startDate - The start date given as a LocalDate.
        endDate - The end date given as a LocalDate.
        The daycount fraction corresponding to the given period.