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

Class DayCountConvention_NL_365

java.lang.Object
net.finmath.time.daycount.DayCountConvention_NL_365
All Implemented Interfaces:
Serializable, DayCountConvention
public class DayCountConvention_NL_365 extends Object implements DayCountConvention, Serializable
Implementation of NL/365. Calculates the day count by calculating the actual number of days between startDate (excluding) and endDate (including), excluding a leap day (February 29th) if present. A fractional day is rounded to the approximately nearest day. The day count fraction is calculated using NL/365 convention, that is, the day count is divided by 365.
Version:
1.0
Author:
Christian Fries
See Also:
Serialized Form

  • Constructor Details

    • DayCountConvention_NL_365

      public DayCountConvention_NL_365()
      Create an NL/365 day count convention.

  • Method Details

    • getDaycount

      public double getDaycount​(LocalDate startDate, LocalDate endDate)
      Description copied from interface: DayCountConvention
      Return the number of days between startDate and endDate given the specific daycount convention.
      Specified by:
      getDaycount in interface DayCountConvention
      Parameters:
      startDate - The start date given as a LocalDate.
      endDate - The end date given as a LocalDate.
      Returns:
      The number of days within the given period.

    • 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.