Package org.isda.cdm.functions
Class DayCountFraction
- java.lang.Object
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- org.isda.cdm.functions.DayCountFraction
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public class DayCountFraction extends java.lang.Object
- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
DayCountFraction._1_1
static class
DayCountFraction._30_360
static class
DayCountFraction._30E_360
static class
DayCountFraction._30E_360_ISDA
static class
DayCountFraction.ACT_360
static class
DayCountFraction.ACT_365_FIXED
static class
DayCountFraction.ACT_365L
static class
DayCountFraction.ACT_ACT_ICMA
static class
DayCountFraction.ACT_ACT_ISDA
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Field Summary
Fields Modifier and Type Field Description protected DayCountFraction._1_1
_1_1
protected DayCountFraction._30_360
_30_360
protected DayCountFraction._30E_360
_30E_360
protected DayCountFraction._30E_360_ISDA
_30E_360_ISDA
protected DayCountFraction.ACT_360
ACT_360
protected DayCountFraction.ACT_365_FIXED
ACT_365_FIXED
protected DayCountFraction.ACT_365L
ACT_365L
protected DayCountFraction.ACT_ACT_ICMA
ACT_ACT_ICMA
protected DayCountFraction.ACT_ACT_ISDA
ACT_ACT_ISDA
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Constructor Summary
Constructors Constructor Description DayCountFraction()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description java.math.BigDecimal
evaluate(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
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Field Detail
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_1_1
@Inject protected DayCountFraction._1_1 _1_1
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ACT_ACT_ISDA
@Inject protected DayCountFraction.ACT_ACT_ISDA ACT_ACT_ISDA
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ACT_ACT_ICMA
@Inject protected DayCountFraction.ACT_ACT_ICMA ACT_ACT_ICMA
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ACT_365_FIXED
@Inject protected DayCountFraction.ACT_365_FIXED ACT_365_FIXED
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ACT_360
@Inject protected DayCountFraction.ACT_360 ACT_360
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_30_360
@Inject protected DayCountFraction._30_360 _30_360
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_30E_360
@Inject protected DayCountFraction._30E_360 _30E_360
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_30E_360_ISDA
@Inject protected DayCountFraction._30E_360_ISDA _30E_360_ISDA
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ACT_365L
@Inject protected DayCountFraction.ACT_365L ACT_365L
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Method Detail
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evaluate
public java.math.BigDecimal evaluate(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
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