Package cdm.base.datetime.daycount.functions

Class DayCountBasis

java.lang.Object

cdm.base.datetime.daycount.functions.DayCountBasis

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

public class DayCountBasis
extends Object
implements com.rosetta.model.lib.functions.RosettaFunction

Return the day count basis (the denominator of the day count fraction) for the day count fraction.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	DayCountBasis.DayCountBasis_30_360
static class	DayCountBasis.DayCountBasis_30E_360
static class	DayCountBasis.DayCountBasisACT_360
static class	DayCountBasis.DayCountBasisACT_365_FIXED
static class	DayCountBasis.DayCountBasisACT_365L
static class	DayCountBasis.DayCountBasisACT_ACT_AFB
static class	DayCountBasis.DayCountBasisACT_ACT_ICMA
static class	DayCountBasis.DayCountBasisACT_ACT_ISDA
static class	DayCountBasis.DayCountBasisCAL_252

Field Summary

Fields

Modifier and Type	Field	Description
protected DayCountBasis.DayCountBasis_30_360	dayCountBasis_30_360
protected DayCountBasis.DayCountBasis_30E_360	dayCountBasis_30E_360
protected DayCountBasis.DayCountBasisACT_360	dayCountBasisACT_360
protected DayCountBasis.DayCountBasisACT_365_FIXED	dayCountBasisACT_365_FIXED
protected DayCountBasis.DayCountBasisACT_365L	dayCountBasisACT_365L
protected DayCountBasis.DayCountBasisACT_ACT_AFB	dayCountBasisACT_ACT_AFB
protected DayCountBasis.DayCountBasisACT_ACT_ICMA	dayCountBasisACT_ACT_ICMA
protected DayCountBasis.DayCountBasisACT_ACT_ISDA	dayCountBasisACT_ACT_ISDA
protected DayCountBasis.DayCountBasisCAL_252	dayCountBasisCAL_252

Constructor Summary

Constructors

Constructor	Description
DayCountBasis()

Method Summary

Modifier and Type	Method	Description
Integer	evaluate(DayCountFractionEnum dcf)

Methods inherited from class java.lang.Object

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

Methods inherited from interface com.rosetta.model.lib.functions.RosettaFunction

toBuilder, toBuilder, toBuilder

Field Details

dayCountBasisACT_360

@Inject
protected DayCountBasis.DayCountBasisACT_360 dayCountBasisACT_360

dayCountBasis_30_360

@Inject
protected DayCountBasis.DayCountBasis_30_360 dayCountBasis_30_360

dayCountBasis_30E_360

@Inject
protected DayCountBasis.DayCountBasis_30E_360 dayCountBasis_30E_360

dayCountBasisACT_365L

@Inject
protected DayCountBasis.DayCountBasisACT_365L dayCountBasisACT_365L

dayCountBasisACT_365_FIXED

@Inject
protected DayCountBasis.DayCountBasisACT_365_FIXED dayCountBasisACT_365_FIXED

dayCountBasisACT_ACT_AFB

@Inject
protected DayCountBasis.DayCountBasisACT_ACT_AFB dayCountBasisACT_ACT_AFB

dayCountBasisACT_ACT_ISDA

@Inject
protected DayCountBasis.DayCountBasisACT_ACT_ISDA dayCountBasisACT_ACT_ISDA

dayCountBasisACT_ACT_ICMA

@Inject
protected DayCountBasis.DayCountBasisACT_ACT_ICMA dayCountBasisACT_ACT_ICMA

dayCountBasisCAL_252

@Inject
protected DayCountBasis.DayCountBasisCAL_252 dayCountBasisCAL_252

Constructor Details

DayCountBasis

public DayCountBasis()

Method Details

evaluate

public Integer evaluate(DayCountFractionEnum dcf)