com.imsl.finance

Interface BasisPart

public interface BasisPart

Component of DayCountBasis. The day count basis consists of a month basis and a yearly basis. Each of these components implements this interface.

See Also:

DayCountBasis

Method Summary

Modifier and Type	Method and Description
int	daysBetween(GregorianCalendar date1, GregorianCalendar date2) Returns the number of days from date1 to date2.
double	daysInPeriod(GregorianCalendar date, int frequency) Returns the number of days in a coupon period.
int	getDaysInYear(GregorianCalendar date) Returns the number of days in the year.
int	getDaysInYear(GregorianCalendar settlement, GregorianCalendar maturity) Deprecated. Use BasisPart.getDaysInYear(GregorianCalendar) instead.

Method Detail

daysBetween

int daysBetween(GregorianCalendar date1,
                GregorianCalendar date2)

Returns the number of days from date1 to date2.

Parameters:

date1 - a GregorianCalendar which specifies the initial date

date2 - a GregorianCalendar which specifies the final date

Returns:

an int indicating the number of days from date1 to date2.

getDaysInYear

int getDaysInYear(GregorianCalendar date)

Returns the number of days in the year.

Parameters:

date - a GregorianCalendar date.

Returns:

an int which specifies the number of days in the year

getDaysInYear

int getDaysInYear(GregorianCalendar settlement,
                  GregorianCalendar maturity)

Deprecated. Use BasisPart.getDaysInYear(GregorianCalendar) instead.

Returns the number of days in the year.

Parameters:

settlement - a GregorianCalendar date which specifies the settlement date

maturity - a GregorianCalendar date which specifies the maturity date

Returns:

an int which specifies the number of days in the year

daysInPeriod

double daysInPeriod(GregorianCalendar date,
                    int frequency)

Returns the number of days in a coupon period.

Parameters:

date - a GregorianCalendar which specifies the final date of the coupon period

frequency - an int containing the number of coupon periods per year. This is typically 1, 2 or 4.

Returns:

an int which specifies the number of days in the coupon period