net.finmath.time.daycount.DayCountConvention_NONE 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.io.Serializable;
import java.time.LocalDate;
/**
* 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
* {@link DayCountConvention}.
*
* @author Christian Fries
* @version 1.0
*/
public class DayCountConvention_NONE implements DayCountConvention, Serializable {
private static final long serialVersionUID = 1234679674480984332L;
/**
* Create a day count convention with a constant year fraction of 1.0 for all periods.
*/
public DayCountConvention_NONE() {
}
@Override
public double getDaycount(final LocalDate startDate, final LocalDate endDate) {
return 0.0;
}
@Override
public double getDaycountFraction(final LocalDate startDate, final LocalDate endDate) {
return 1.0;
}
}