com.imsl.finance
Interface BasisPart

public interface BasisPart

Component of DayCountBasis. The day count basis consists of a month basis and a yearly basis. Each of these components implements this interface.

See Also:

DayCountBasis

Method Summary

int	daysBetween(GregorianCalendar date1, GregorianCalendar date2) Returns the number of days from date1 to date2.
double	daysInPeriod(GregorianCalendar date, int frequency) Returns the number of days in a coupon period.
int	getDaysInYear(GregorianCalendar settlement, GregorianCalendar maturity) Returns the number of days in the year.

Method Detail

daysBetween

public int daysBetween(GregorianCalendar date1,
                       GregorianCalendar date2)

Returns the number of days from date1 to date2.

Parameters:

date1 - a GregorianCalendar which specifies the initial date

date2 - a GregorianCalendar which specifies the final date

Returns:

an int indicating the number of days from date1 to date2.

daysInPeriod

public double daysInPeriod(GregorianCalendar date,
                           int frequency)

Returns the number of days in a coupon period.

Parameters:

date - a GregorianCalendar which specifies the final date of the coupon period

frequency - is the number of coupon periods per year. This is typically 1, 2 or 4.

Returns:

an int which specifies the number of days in the coupon period

getDaysInYear

public int getDaysInYear(GregorianCalendar settlement,
                         GregorianCalendar maturity)

Returns the number of days in the year.

Parameters:

settlement - a GregorianCalendar date which specifies the settlement date

maturity - a GregorianCalendar date which specifies the maturity date

Returns:

an int which specifies the number of days in the year