finMath lib documentation
net.finmath.time.daycount

Interface DayCountConventionInterface

• Method Summary

All Methods
Modifier and Type Method and Description
double getDaycount(java.time.LocalDate startDate, java.time.LocalDate endDate)
Return the number of days between startDate and endDate given the specific daycount convention.
double getDaycountFraction(java.time.LocalDate startDate, java.time.LocalDate endDate)
Return the daycount fraction corresponding to the period from startDate to endDate given the specific daycount convention.
• Method Detail

• getDaycount

double getDaycount(java.time.LocalDate startDate,
java.time.LocalDate endDate)
Return the number of days between startDate and endDate given the specific daycount convention.
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

double getDaycountFraction(java.time.LocalDate startDate,
java.time.LocalDate endDate)
Return the daycount fraction corresponding to the period from startDate to endDate given the specific daycount convention.
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.