public class DayCountConvention_ACT_360 extends DayCountConvention_ACT implements DayCountConvention
getDaycountFractioncorresponds to the implementation of the "ACT/360 method" of Excel function YEARFRAC, i.e., YEARFRAC(startDate,endDate,2).
|Constructor and Description|
Create an ACT/360 day count convention.
|Modifier and Type||Method and Description|
Return the daycount fraction corresponding to the period from startDate to endDate given the specific daycount convention.
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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