webcab.lib.calendar.cities
Class DayCountConventions

java.lang.Object
  |
  +--webcab.lib.calendar.cities.DayCountConventions

public final class DayCountConventions

extends Object

This utility class handles calculations related to day count conventions. Each day count convention is identified by one of the constant string identifiers in this class.

• - For 30 days a month and 360 days a year, according to US standards.
• - For 30 days a month and 360 days a year, according to European standards.
• - For actual number of days in a month and actual number of days in a year.
• - For actual number of days in a month and 360 days a year.
• - For actual number of days in a month and 365 days a year.

Field Summary

static String	ACTUAL_360 This string identifies the `Actual/360' day count convention.
static String	ACTUAL_365 This string identifies the `Actual/365' day count convention.
static String	ACTUAL_ACTUAL This string identifies the `Actual/Actual' day count convention.
static String	EUROPE_30_360 This string identifies the European 30/360 day count convention.
static String	US_30_360 This string identifies the US 30/360 day count convention.

Method Summary

static int

daysBetween(Date startDate, Date endDate, String dayCountConvention) This method returns the number of days between two dates, taking into account the given day count convention and the fact that the second date is within a year's time after the first date.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

US_30_360

public static final String US_30_360

This string identifies the US 30/360 day count convention. The value of this constant is "30/360".

See Also:

Constant Field Values

EUROPE_30_360

public static final String EUROPE_30_360

This string identifies the European 30/360 day count convention. The value of this constant is "30/360E".

See Also:

Constant Field Values

ACTUAL_ACTUAL

public static final String ACTUAL_ACTUAL

This string identifies the `Actual/Actual' day count convention. The value of this constant is "A/A".

See Also:

Constant Field Values

ACTUAL_360

public static final String ACTUAL_360

This string identifies the `Actual/360' day count convention. The value of this constant is "A/360".

See Also:

Constant Field Values

ACTUAL_365

public static String ACTUAL_365

This string identifies the `Actual/365' day count convention. The value of this constant is "A/365".

Method Detail

daysBetween

public static int daysBetween(Date startDate,
                              Date endDate,
                              String dayCountConvention)

This method returns the number of days between two dates, taking into account the given day count convention and the fact that the second date is within a year's time after the first date.

Parameters:

startDate - the start date

endDate - the end date, no later than a year after startDate

dayCountConvention - one of the day count convention string constants, US_30_360, EUROPE_30_360, ACTUAL_ACTUAL, ACTUAL_360, and ACTUAL_365