public class DayCountConvention_ACT_ACT_YEARFRAC extends DayCountConvention_ACT
This method is not identical to ACT/ACT ISDA. For ACT/ACT ISDA use
In addition the method has the defect, that it is not additive (if you consider small intervals). For example YEARFRAC(30.12.2011, 04.01.2012, 1) is not equal to YEARFRAC(30.12.2011, 01.01.2012, 1) + YEARFRAC(01.01.2012, 04.01.2012, 1).
|Constructor and Description|
Create an ACT/ACT YEARFRAC daycount convention.
|Modifier and Type||Method and Description|
Return the daycount fraction corresponding to the period from startDate to endDate given the specific daycount convention.
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