Class DayCountFraction

java.lang.Object
net.finmath.smartcontract.product.xml.DayCountFraction

public class DayCountFraction extends Object
The specification for how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year. Day Count Fraction is an ISDA term. The equivalent AFB (Association Francaise de Banques) term is Calculation Basis.

Java class for DayCountFraction complex type.

The following schema fragment specifies the expected content contained within this class.

 <complexType name="DayCountFraction">
   <simpleContent>
     <extension base="<http://www.fpml.org/FpML-5/confirmation>Scheme">
       <attribute name="dayCountFractionScheme" type="{http://www.fpml.org/FpML-5/confirmation}NonEmptyURI" default="http://www.fpml.org/coding-scheme/day-count-fraction" />
     </extension>
   </simpleContent>
 </complexType>