JMSLTM Numerical Library 6.1

com.imsl.finance
Class DayCountBasis

java.lang.Object
  extended by com.imsl.finance.DayCountBasis

public class DayCountBasis
extends Object

The Day Count Basis. Rules for computing the number or days between two dates or number of days in a year. For many securities, computations are based on rules other than on the actual calendar.


Field Summary
static DayCountBasis Basis30e360
          Computations based on the assumption of 30 days per month and 360 days per year.
static DayCountBasis BasisActual360
          Computations are based on the number of days in a month based on the actual calendar value and the number of days, but assuming 360 days per year.
static DayCountBasis BasisActual365
          Computations are based on the number of days in a month based on the actual calendar value and the number of days, but assuming 365 days per year.
static DayCountBasis BasisActualActual
          Computations are based on the actual calendar.
static DayCountBasis BasisNASD
          Computations based on the assumption of 30 days per month and 360 days per year.
static BasisPart BasisPart30E360
          Computations based on the assumption of 30 days per month and 360 days per year.
static BasisPart BasisPart365
          Computations based on the assumption of 365 days per year.
static BasisPart BasisPartActual
          Computations are based on the actual calendar.
static BasisPart BasisPartNASD
          Computations based on the assumption of 30 days per month and 360 days per year.
 
Constructor Summary
DayCountBasis(BasisPart monthBasis, BasisPart yearBasis)
          Creates a new DayCountBasis.
 
Method Summary
 BasisPart getMonthBasis()
          Returns the (days in month) portion of the Day Count Basis.
 BasisPart getYearBasis()
          Returns the (days in year) portion of the Day Count Basis.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

Basis30e360

public static final DayCountBasis Basis30e360
Computations based on the assumption of 30 days per month and 360 days per year.

See Also:
BasisPart30E360

BasisActual360

public static final DayCountBasis BasisActual360
Computations are based on the number of days in a month based on the actual calendar value and the number of days, but assuming 360 days per year.

See Also:
BasisPartActual, BasisPartNASD

BasisActual365

public static final DayCountBasis BasisActual365
Computations are based on the number of days in a month based on the actual calendar value and the number of days, but assuming 365 days per year.

See Also:
BasisPartActual, BasisPart365

BasisActualActual

public static final DayCountBasis BasisActualActual
Computations are based on the actual calendar.

See Also:
BasisPartActual

BasisNASD

public static final DayCountBasis BasisNASD
Computations based on the assumption of 30 days per month and 360 days per year.

See Also:
BasisPartNASD

BasisPart30E360

public static final BasisPart BasisPart30E360
Computations based on the assumption of 30 days per month and 360 days per year. This computes the number of days between two dates differently than BasisPartNASD for months with other than 30 days.


BasisPart365

public static final BasisPart BasisPart365
Computations based on the assumption of 365 days per year.


BasisPartActual

public static final BasisPart BasisPartActual
Computations are based on the actual calendar.


BasisPartNASD

public static final BasisPart BasisPartNASD
Computations based on the assumption of 30 days per month and 360 days per year.

Constructor Detail

DayCountBasis

public DayCountBasis(BasisPart monthBasis,
                     BasisPart yearBasis)
Creates a new DayCountBasis.

Parameters:
monthBasis - a BasisPart that contains the month basis
yearBasis - a BasisPart that contains the year basis
Method Detail

getMonthBasis

public BasisPart getMonthBasis()
Returns the (days in month) portion of the Day Count Basis.

Returns:
a BasisPart object which represents the month Basis for this DayCountBasis

getYearBasis

public BasisPart getYearBasis()
Returns the (days in year) portion of the Day Count Basis.

Returns:
a BasisPart object which represents the year Basis for this DayCountBasis

JMSLTM Numerical Library 6.1

Copyright © 1970-2010 Visual Numerics, Inc.
Built July 30 2010.