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JMSLTM Numerical Library 4.0 | ||||||||
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java.lang.Object com.imsl.finance.DayCountBasis
The Day Count Basis. Rules for computing the number or days between two dates or number of days in a year. For many securities, computations are based on rules other than on the actual calendar.
Field Summary | |
static DayCountBasis |
Basis30e360
Computations based on the assumption of 30 days per month and 360 days per year. |
static DayCountBasis |
BasisActual360
Computations are based on the number of days in a month based on the actual calendar value and the number of days, but assuming 360 days per year. |
static DayCountBasis |
BasisActual365
Computations are based on the number of days in a month based on the actual calendar value and the number of days, but assuming 365 days per year. |
static DayCountBasis |
BasisActualActual
Computations are based on the actual calendar. |
static DayCountBasis |
BasisNASD
Computations based on the assumption of 30 days per month and 360 days per year. |
static BasisPart |
BasisPart30E360
Computations based on the assumption of 30 days per month and 360 days per year. |
static BasisPart |
BasisPart365
Computations based on the assumption of 365 days per year. |
static BasisPart |
BasisPartActual
Computations are based on the actual calendar. |
static BasisPart |
BasisPartNASD
Computations based on the assumption of 30 days per month and 360 days per year. |
Constructor Summary | |
DayCountBasis(BasisPart monthBasis,
BasisPart yearBasis)
Creates a new DayCountBasis. |
Method Summary | |
BasisPart |
getMonthBasis()
Returns the (days in month) portion of the Day Count Basis. |
BasisPart |
getYearBasis()
Returns the (days in year) portion of the Day Count Basis. |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
public static final DayCountBasis Basis30e360
BasisPart30E360
public static final DayCountBasis BasisActual360
BasisPartActual
,
BasisPartNASD
public static final DayCountBasis BasisActual365
BasisPartActual
,
BasisPart365
public static final DayCountBasis BasisActualActual
BasisPartActual
public static final DayCountBasis BasisNASD
BasisPartNASD
public static final BasisPart BasisPart30E360
public static final BasisPart BasisPart365
public static final BasisPart BasisPartActual
public static final BasisPart BasisPartNASD
Constructor Detail |
public DayCountBasis(BasisPart monthBasis, BasisPart yearBasis)
monthBasis
- is the month basisyearBasis
- is the year basisMethod Detail |
public BasisPart getMonthBasis()
BasisPart
object which represents the month Basis
for this DayCountBasis
public BasisPart getYearBasis()
BasisPart
object which represents the year Basis
for this DayCountBasis
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JMSLTM Numerical Library 4.0 | ||||||||
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