Class DayCountFraction.ACT_ACT_ISDA

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

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

      • ACT_ACT_ISDA

        public ACT_ACT_ISDA()
    • 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
      • daysInLeapYearPeriod

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

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