net.finmath.time.daycount.DayCountConvention_ACT_365L Maven / Gradle / Ivy
/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 07.09.2013
*/
package net.finmath.time.daycount;
import java.io.Serializable;
import java.time.LocalDate;
/**
* 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.
*
* @see DayCountConvention_ACT_365A
* @see DayCountConvention_ACT_365
*
* @author Christian Fries
* @version 1.0
*/
public class DayCountConvention_ACT_365L extends DayCountConvention_ACT implements Serializable {
private static final long serialVersionUID = -3145006200220799991L;
/**
* Create an ACT/365 day count convention.
*/
public DayCountConvention_ACT_365L() {
}
@Override
public double getDaycountFraction(final LocalDate startDate, final LocalDate endDate) {
if(startDate.isAfter(endDate)) {
return -getDaycountFraction(endDate,startDate);
}
double daysPerYear = 365.0;
// Check endDate for leap year
if (endDate.isLeapYear()) {
daysPerYear = 366.0;
}
final double daycountFraction = getDaycount(startDate, endDate) / daysPerYear;
return daycountFraction;
}
}