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

Class DayCountConvention_ACT_365L

java.lang.Object
net.finmath.time.daycount.DayCountConvention_ACT
net.finmath.time.daycount.DayCountConvention_ACT_365L
All Implemented Interfaces:
Serializable, DayCountConvention
public class DayCountConvention_ACT_365L extends DayCountConvention_ACT implements Serializable
Implementation of ACT/365L. 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/365L convention, that is, the day count is divided by 365 if the end date is not a leap year and 366 if the end date is a leap year.
Version:
1.0
Author:
Christian Fries
See Also:

  • Constructor Details

    • DayCountConvention_ACT_365L

      public DayCountConvention_ACT_365L()
      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.