Class 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.
Christian Fries
See Also:
DayCountConvention_ACT_365A, DayCountConvention_ACT_365, Serialized Form
  • 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
      startDate - The start date given as a LocalDate.
      endDate - The end date given as a LocalDate.
      The daycount year fraction corresponding to the given period.