- n1 is the number of days falling into a non-leap year,
- n2 is the number of days falling into a leap year,
The class passed that standard benchmark test in the IDSA document see net.finmath.tests.time.daycount.DayCountConventionTest
The class can be constructed using isCountLastDayNotFirst = true, which will change its behavior compared to above. In this case the start date is excluded in the counting and the end date is included in the counting. This means that from 31.12.2014 to 01.01.2015 the day count fraction is 1/365 since 2015 is not a leap year.
- Christian Fries
- See Also:
- Serialized Form
DayCountConvention_ACT_ACT_ISDApublic DayCountConvention_ACT_ACT_ISDA(boolean isCountFirstDayNotLast)Create an ACT/ACT ISDA day count convention.
isCountFirstDayNotLast- If this value is false (default), the days are counted including the first day and excluding the last day. If this field is true, the days are counted excluding the first day and including the last day.
DayCountConvention_ACT_ACT_ISDApublic DayCountConvention_ACT_ACT_ISDA()Create an ACT/ACT ISDA day count convention.
getDaycountFractionDescription copied from interface:
DayCountConventionReturn the daycount fraction corresponding to the period from startDate to endDate given the specific daycount convention.
toStringpublic String toString()