org.jquantlib.daycounters
Class DayCounter.Impl

java.lang.Object
  org.jquantlib.daycounters.DayCounter.Impl

Direct Known Subclasses:

Actual360.Impl, Actual365Fixed.Impl, ActualActual.ImplAFB, ActualActual.ImplISDA, ActualActual.ImplISMA, Business252.Impl, SimpleDayCounter.Impl, Thirty360.Impl_EU, Thirty360.Impl_IT, Thirty360.Impl_US

Enclosing class:

DayCounter

protected abstract class DayCounter.Impl
extends Object

Base class for day counter implementations.

Constructor Summary

protected

DayCounter.Impl()

Method Summary

protected long	dayCount(Date dateStart, Date dateEnd) To be overloaded by more complex day counters
protected abstract String	name()
protected abstract double	yearFraction(Date dateStart, Date dateEnd, Date refPeriodStart, Date refPeriodEnd)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DayCounter.Impl

protected DayCounter.Impl()

Method Detail

name

protected abstract String name()

yearFraction

protected abstract double yearFraction(Date dateStart,
                                       Date dateEnd,
                                       Date refPeriodStart,
                                       Date refPeriodEnd)

dayCount

protected long dayCount(Date dateStart,
                        Date dateEnd)

To be overloaded by more complex day counters

Parameters:

dateStart - is the starting Date

dateEnd - is the ending Date

Returns:

the period between two dates as a fraction of year