Class 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 Detail

      • DayCountConvention_ACT_365A

        public DayCountConvention_ACT_365A()
        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
        Parameters:
        startDate - The start date given as a LocalDate.
        endDate - The end date given as a LocalDate.
        Returns:
        The daycount fraction corresponding to the given period.