com.ftlabs.fisa
Class DayCountBasis_30_360

java.lang.Object
  com.ftlabs.fisa.DayCountBasis
      com.ftlabs.fisa.DayCountBasis_30_360

All Implemented Interfaces:

java.io.Serializable

public class DayCountBasis_30_360
extends DayCountBasis

Implementation of the 30/360 Day Count Basis.

See Also:

Serialized Form

Field Summary

Fields inherited from class com.ftlabs.fisa.DayCountBasis

_30_360, _30E_360, ACT_360, ACT_365, ACT_365_NL, ACT_ACT

Method Summary

double	calculateDays(FISADate earlierDate, FISADate laterDate, int interestFrequency, boolean eomAdjust) Calculate the number of days between two dates using the 30/360 Day Count method.
double	calculateDaysAccrued(FISADate previousCouponDate, FISADate nextCouponDate, FISADate settlementDate, int interestFrequency, boolean eomAdjust) Calculate the number of days accrued within a coupon period using the 30/360 day count method.
double	calculateDaysInPeriod(FISADate previousCouponDate, FISADate nextCouponDate, int interestFrequency, boolean eomAdjust) Calculate the total number of days in a coupon period.
double	calculateDaysRemaining(FISADate previousCouponDate, FISADate nextCouponDate, FISADate settlementDate, int interestFrequency, boolean eomAdjust) Calculate the number of days remaining in a coupon period.
int	getDaysInYear(FISADate date) Calculate the number of days for a given year.
java.lang.String	toString()

Methods inherited from class com.ftlabs.fisa.DayCountBasis

getByName, getSupportedDayCountBases

Methods inherited from class java.lang.Object

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

Method Detail

calculateDaysInPeriod

public double calculateDaysInPeriod(FISADate previousCouponDate,
                                    FISADate nextCouponDate,
                                    int interestFrequency,
                                    boolean eomAdjust)

Calculate the total number of days in a coupon period. This implementation returns 360/interestFrequency.

Specified by:

calculateDaysInPeriod in class DayCountBasis

Parameters:

previousCouponDate - the previous coupon date.

nextCouponDate - the next coupon date.

interestFrequency - the interestFrequency.

eomAdjust - determines whether the end of month adjustment rule is used.

Returns:

the number of days within the given period.

calculateDaysAccrued

public double calculateDaysAccrued(FISADate previousCouponDate,
                                   FISADate nextCouponDate,
                                   FISADate settlementDate,
                                   int interestFrequency,
                                   boolean eomAdjust)

Calculate the number of days accrued within a coupon period using the 30/360 day count method.

Specified by:

calculateDaysAccrued in class DayCountBasis

Parameters:

previousCouponDate - the previous coupon date.

nextCouponDate - the next coupon date.

settlementDate - the date on which settlement occurs.

interestFrequency - the interestFrequency.

eomAdjust - determines whether the end of month adjustment rule is used.

Returns:

the number of days accrued within the given period.

calculateDaysRemaining

public double calculateDaysRemaining(FISADate previousCouponDate,
                                     FISADate nextCouponDate,
                                     FISADate settlementDate,
                                     int interestFrequency,
                                     boolean eomAdjust)

Calculate the number of days remaining in a coupon period. This implementation returns daysInPeriod - daysAccrued.

Specified by:

calculateDaysRemaining in class DayCountBasis

Parameters:

previousCouponDate - the previous coupon date.

nextCouponDate - the next coupon date.

settlementDate - the date on which settlement occurs.

interestFrequency - the interestFrequency.

eomAdjust - determines whether the end of month adjustment rule is used.

Returns:

the number of days remaining in the given period.

calculateDays

public double calculateDays(FISADate earlierDate,
                            FISADate laterDate,
                            int interestFrequency,
                            boolean eomAdjust)

Calculate the number of days between two dates using the 30/360 Day Count method.

Specified by:

calculateDays in class DayCountBasis

Parameters:

earlierDate - The starting date of the period.

laterDate - The ending date of the period.

interestFrequency - the interestFrequency.

eomAdjust - determines whether the end of month adjustment rule is used.

Returns:

the number of days within the specified period.

getDaysInYear

public int getDaysInYear(FISADate date)

Calculate the number of days for a given year.

Specified by:

getDaysInYear in class DayCountBasis

Parameters:

date - The date for which the number of days per year will be returned.

Returns:

360. For 30/360, every year is considered to have 360 days.

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object