Module net.finmath.lib
Package net.finmath.time.daycount

Class DayCountConvention_ACT_365A

java.lang.Object
net.finmath.time.daycount.DayCountConvention_ACT
net.finmath.time.daycount.DayCountConvention_ACT_365A
All Implemented Interfaces:
Serializable, DayCountConvention
public class DayCountConvention_ACT_365A extends DayCountConvention_ACT implements Serializable
Implementation of ACT/365A. 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/365A convention, that is, the day count is divided by 366 if February 29 lies in between startDate (excluding) and endDate (including), otherwise it the day count is divided by 365.
Version:
1.0
Author:
Christian Fries
See Also:
DayCountConvention_ACT_365, DayCountConvention_ACT_365L, Serialized Form

  • Constructor Details

    • DayCountConvention_ACT_365A

      public DayCountConvention_ACT_365A()
      Create an ACT/365 day count convention.

  • Method Details

    • getDaycountFraction

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