Package | Description |
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org.drip.analytics.daycount | |
org.drip.param.valuation |
Modifier and Type | Method and Description |
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static double |
Convention.YearFraction(double dblStart,
double dblEnd,
java.lang.String strDayCount,
boolean bApplyEOMAdj,
double dblMaturity,
ActActDCParams actactParams,
java.lang.String strCalendar)
Calculates the accrual fraction in years between 2 given days for the given day count convention and
the other parameters
|
Modifier and Type | Field and Description |
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ActActDCParams |
QuotingParams._aapYield
Yield Act Act DC Params
|
Constructor and Description |
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QuotingParams(java.lang.String strDC,
int iFrequency,
boolean bApplyEOMAdj,
ActActDCParams aap,
java.lang.String strCalendar,
boolean bSpreadQuoted)
Constructs QuotingParams from the Day Count and the Frequency parameters
|