Class DayCountFraction.ACT_365L

  • All Implemented Interfaces:
    com.rosetta.model.lib.functions.RosettaFunction
    Enclosing class:
    DayCountFraction

    public static class DayCountFraction.ACT_365L
    extends java.lang.Object
    implements com.rosetta.model.lib.functions.RosettaFunction
    • Constructor Detail

      • ACT_365L

        public ACT_365L()
    • Method Detail

      • evaluate

        public java.math.BigDecimal evaluate​(InterestRatePayout interestRatePayout,
                                             DayCountFractionEnum dayCountFractionEnum,
                                             com.rosetta.model.lib.records.Date date)
        Parameters:
        interestRatePayout -
        dayCountFractionEnum -
        date -
        Returns:
        result
      • endDateIsInLeapYear

        protected com.rosetta.model.lib.functions.Mapper<java.lang.Boolean> endDateIsInLeapYear​(InterestRatePayout interestRatePayout,
                                                                                                DayCountFractionEnum dayCountFractionEnum,
                                                                                                com.rosetta.model.lib.records.Date date)
      • daysInPeriod

        protected com.rosetta.model.lib.functions.Mapper<java.lang.Integer> daysInPeriod​(InterestRatePayout interestRatePayout,
                                                                                         DayCountFractionEnum dayCountFractionEnum,
                                                                                         com.rosetta.model.lib.records.Date date)
      • daysInYear

        protected com.rosetta.model.lib.functions.Mapper<java.lang.Integer> daysInYear​(InterestRatePayout interestRatePayout,
                                                                                       DayCountFractionEnum dayCountFractionEnum,
                                                                                       com.rosetta.model.lib.records.Date date)