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

Class DayCountConvention_UNKNOWN

java.lang.Object
net.finmath.time.daycount.DayCountConvention_UNKNOWN
All Implemented Interfaces:
Serializable, DayCountConvention
public class DayCountConvention_UNKNOWN extends Object implements DayCountConvention, Serializable
Implements a placeholder object for an unknown day count convention, throwing an exception, whenever a day count or day count fraction is requested. This class may become handy, if you like to construct products based on possibly incomplete data where an exception is thrown late, i.e., not at construction time, but at evaluation time.
Version:
1.0
Author:
Christian Fries
See Also:

  • Constructor Details

    • DayCountConvention_UNKNOWN

      public DayCountConvention_UNKNOWN()
      Create the unknown day count convention.

    • DayCountConvention_UNKNOWN

      public DayCountConvention_UNKNOWN(String name)
      Create the unknown day count convention.
      Parameters:
      name - A given name, which will be shown in the IllegalArgumentException when any method is called on this object.

  • 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.