public class DayCountConvention_ACT_ACT_ICMA extends DayCountConvention_ACT implements Serializable
net.finmath.time.Period
upon construction.
The class can be constructed using isCountLastDayNotFirst = true, which will change its behavior compared to above. In this case the start date is excluded in the counting and the end date is included in the counting. This means that from 31.12.2014 to 01.01.2015 the day count fraction is 1/365 since 2015 is not a leap year.
Note: The daycount methodDayCountConvention_ACT_ACT_ISDA
is a special case of this method
for frequency being one, having annual periods from January 1st to December 31st.Constructor and Description 

DayCountConvention_ACT_ACT_ICMA(ArrayList<Period> periods,
int frequency)
Create an ACT/ACT ICMA day count convention.

Modifier and Type  Method and Description 

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

daysBetween, getDaycount
public DayCountConvention_ACT_ACT_ICMA(ArrayList<Period> periods, int frequency)
periods
 A sorted list of periods defining the periods. From the periods, only the period end dates are used as interval boundaries, except for the start date of the first interval, where the period start date is used.frequency
 The frequency, i.e., the number of periods which make up a year.public double getDaycountFraction(LocalDate startDate, LocalDate endDate)
DayCountConvention
getDaycountFraction
in interface DayCountConvention
startDate
 The start date given as a LocalDate
.endDate
 The end date given as a LocalDate
.Copyright © 2019. All rights reserved.