Class DayCountConvention_NONE

  • All Implemented Interfaces:
    Serializable, DayCountConvention

    public class DayCountConvention_NONE
    extends Object
    implements DayCountConvention, Serializable
    This is a special day count convention, where the day count between two dates is always 0.0 and the year fraction for an interval is always 1.0. The latter property is probably the relevant property: you may use this day count convention if a coupon period pays the coupon without applying a year fraction of the accrual period, but the implementation requires an object implementing DayCountConvention.
    Version:
    1.0
    Author:
    Christian Fries
    See Also:
    Serialized Form
    • Constructor Detail

      • DayCountConvention_NONE

        public DayCountConvention_NONE()
        Create a day count convention with a constant year fraction of 1.0 for all periods.
    • Method Detail

      • 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 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.