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.
getDaycountFractioncorresponds to the implementation of the "ACT/365 method" of Excel function YEARFRAC, i.e., YEARFRAC(startDate,endDate,3).
- Christian Fries
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- Serialized Form
DayCountConvention_ACT_365public DayCountConvention_ACT_365()Create an ACT/365 day count convention.
getDaycountFractionDescription copied from interface:
DayCountConventionReturn the daycount fraction corresponding to the period from startDate to endDate given the specific daycount convention.