public class DayCountBasis extends Object
Modifier and Type  Field and Description 

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

static BasisPart 
BasisPart30E360
Computations are based on the assumption of 30 days per month and 360
days per year.

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

static BasisPart 
BasisPartActual
Computations are 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 and Description 

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

Modifier and Type  Method and Description 

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.

void 
setEOM(boolean EOM)
Specifies whether to use the EndOfMonth rule.

public static final DayCountBasis Basis30e360
BasisPart30E360
public static final DayCountBasis BasisActual360
BasisPartActual
,
BasisPartNASD
public static final DayCountBasis BasisActual365
BasisPartActual
,
BasisPart365
public static final DayCountBasis BasisActualActual
BasisPartActual
public static final DayCountBasis BasisNASD
BasisPartNASD
public static final BasisPart BasisPart30E360
public static final BasisPart BasisPart365
public static final BasisPart BasisPartActual
public static final BasisPart BasisPartNASD
public BasisPart getMonthBasis()
BasisPart
object which represents the month Basis
for this DayCountBasis
public BasisPart getYearBasis()
BasisPart
object which represents the year Basis
for this DayCountBasis
public void setEOM(boolean EOM)
If a security follows the EndOfMonth rule:
The EOM rule is only used in day count calculations of the basis type, 30/360 (NASD Superclass).
EOM
 a boolean
which indicates if the EndOfMonth
rule is to be used.
Default: EOM = true
.
Copyright © 19702015 Rogue Wave Software
Built October 13 2015.