public interface DCFCalculator
Modifier and Type | Method and Description |
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int |
daysAccrued(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar)
Calculates the number of days accrued between the two given days
|
java.lang.String[] |
getAlternateNames()
Retrieves the full set of alternate names corresponding to the DCF Calculator
|
java.lang.String |
getBaseCalculationType()
Retrieves the base calculation type corresponding to the DCF Calculator
|
double |
yearFraction(double dblStart,
double dblEnd,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar)
Calculates the accrual fraction in years between 2 given days
|
java.lang.String getBaseCalculationType()
java.lang.String[] getAlternateNames()
double yearFraction(double dblStart, double dblEnd, boolean bApplyEOMAdj, double dblMaturity, ActActDCParams actactParams, java.lang.String strCalendar) throws java.lang.Exception
dblStart
- Start DatedblEnd
- End DatebApplyEOMAdj
- Apply end-of-month adjustment (true)dblMaturity
- Maturity DateactactParams
- ActActParamsstrCalendar
- Holiday Calendarjava.lang.Exception
- Thrown if the accrual fraction cannot be calculatedint daysAccrued(double dblStart, double dblEnd, boolean bApplyEOMAdj, double dblMaturity, ActActDCParams actactParams, java.lang.String strCalendar) throws java.lang.Exception
dblStart
- Start DatedblEnd
- End DatebApplyEOMAdj
- Apply end-of-month adjustment (true)dblMaturity
- Maturity DateactactParams
- ActActParamsstrCalendar
- Holiday Calendarjava.lang.Exception
- Thrown if the accrual fraction cannot be calculated