public class DayCountConvention_ACT_ACT_ICMA extends DayCountConvention_ACT implements Serializable
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 method
DayCountConvention_ACT_ACT_ISDAis a special case of this method for frequency being one, having annual periods from January 1st to December 31st.
|Constructor and Description|
Create an ACT/ACT ICMA 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.
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.
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