Calculate the number of days accrued from the previous coupon date to the settlement date.

Namespace:  com.ftlabs.fisa
Assembly:  FISA.NET (in FISA.NET.dll) Version: 1.0.3126.3801

Syntax

C#
public abstract double calculateDaysAccrued(
	FISADate previousCouponDate,
	FISADate nextCouponDate,
	FISADate settlementDate,
	int interestFrequency,
	bool eomAdjust
)
Visual Basic (Declaration)
Public MustOverride Function calculateDaysAccrued ( _
	previousCouponDate As FISADate, _
	nextCouponDate As FISADate, _
	settlementDate As FISADate, _
	interestFrequency As Integer, _
	eomAdjust As Boolean _
) As Double
Visual C++
public:
virtual double calculateDaysAccrued(
	FISADate^ previousCouponDate, 
	FISADate^ nextCouponDate, 
	FISADate^ settlementDate, 
	int interestFrequency, 
	bool eomAdjust
) abstract

Parameters

previousCouponDate
Type: com.ftlabs.fisa..::.FISADate
the previous coupon date.
nextCouponDate
Type: com.ftlabs.fisa..::.FISADate
the next coupon date.
settlementDate
Type: com.ftlabs.fisa..::.FISADate
the date on which settlement occurs.
interestFrequency
Type: System..::.Int32
the interestFrequency.
eomAdjust
Type: System..::.Boolean
determines whether the end of month adjustment rule is used.

Return Value

the number of days accrued within the given period.

See Also