net.finmath.time.daycount.DayCountConvention_ACT Maven / Gradle / Ivy
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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
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/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 07.09.2013
*/
package net.finmath.time.daycount;
import java.time.LocalDate;
/**
* Base class which 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.
*
* @author Christian Fries
* @version 1.0
*/
public abstract class DayCountConvention_ACT implements DayCountConvention {
/**
* Create an ACT day count convention.
*/
public DayCountConvention_ACT() {
}
/* (non-Javadoc)
* @see net.finmath.time.daycount.DayCountConvention#getDaycount(java.time.LocalDate, java.time.LocalDate)
*/
@Override
public double getDaycount(final LocalDate startDate, final LocalDate endDate) {
if(startDate.isAfter(endDate)) {
return -getDaycount(endDate,startDate);
}
return daysBetween(startDate, endDate);
}
/**
* Returns the number of days, between two dates.
*
* A fractional day is rounded to the approximately nearest day.
*
* The formula implemented is
*
*
* (endDate.toEpochDay() - startDate.toEpochDay());
*
*
* @param startDate The start date of the interval.
* @param endDate The end date of the interval.
* @return Number of days between startDate and endDate.
*/
public static double daysBetween(final LocalDate startDate, final LocalDate endDate) {
return (endDate.toEpochDay() - startDate.toEpochDay());
}
}