Package cdm.base.datetime.daycount.functions

Class YearFraction

java.lang.Object

cdm.base.datetime.daycount.functions.YearFraction

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

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

The fraction of a year represented by a date range

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	YearFraction.YearFraction_1_1
static class	YearFraction.YearFraction_30_360
static class	YearFraction.YearFraction_30E_360
static class	YearFraction.YearFraction_30E_360_ISDA
static class	YearFraction.YearFractionACT_360
static class	YearFraction.YearFractionACT_364
static class	YearFraction.YearFractionACT_365_FIXED
static class	YearFraction.YearFractionACT_365L
static class	YearFraction.YearFractionACT_ACT_ICMA
static class	YearFraction.YearFractionACT_ACT_ISDA
static class	YearFraction.YearFractionCAL_252

Field Summary

Fields

Modifier and Type	Field	Description
protected YearFraction.YearFraction_1_1	yearFraction_1_1
protected YearFraction.YearFraction_30_360	yearFraction_30_360
protected YearFraction.YearFraction_30E_360	yearFraction_30E_360
protected YearFraction.YearFraction_30E_360_ISDA	yearFraction_30E_360_ISDA
protected YearFraction.YearFractionACT_360	yearFractionACT_360
protected YearFraction.YearFractionACT_364	yearFractionACT_364
protected YearFraction.YearFractionACT_365_FIXED	yearFractionACT_365_FIXED
protected YearFraction.YearFractionACT_365L	yearFractionACT_365L
protected YearFraction.YearFractionACT_ACT_ICMA	yearFractionACT_ACT_ICMA
protected YearFraction.YearFractionACT_ACT_ISDA	yearFractionACT_ACT_ISDA
protected YearFraction.YearFractionCAL_252	yearFractionCAL_252

Constructor Summary

Constructors

Constructor	Description
YearFraction()

Method Summary

Modifier and Type	Method	Description
BigDecimal	evaluate(DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date startDate, com.rosetta.model.lib.records.Date endDate, com.rosetta.model.lib.records.Date terminationDate, Integer periodsInYear)

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

yearFraction_1_1

@Inject
protected YearFraction.YearFraction_1_1 yearFraction_1_1

yearFractionACT_ACT_ISDA

@Inject
protected YearFraction.YearFractionACT_ACT_ISDA yearFractionACT_ACT_ISDA

yearFractionACT_ACT_ICMA

@Inject
protected YearFraction.YearFractionACT_ACT_ICMA yearFractionACT_ACT_ICMA

yearFractionACT_365_FIXED

@Inject
protected YearFraction.YearFractionACT_365_FIXED yearFractionACT_365_FIXED

yearFractionACT_360

@Inject
protected YearFraction.YearFractionACT_360 yearFractionACT_360

yearFraction_30_360

@Inject
protected YearFraction.YearFraction_30_360 yearFraction_30_360

yearFraction_30E_360

@Inject
protected YearFraction.YearFraction_30E_360 yearFraction_30E_360

yearFraction_30E_360_ISDA

@Inject
protected YearFraction.YearFraction_30E_360_ISDA yearFraction_30E_360_ISDA

yearFractionACT_364

@Inject
protected YearFraction.YearFractionACT_364 yearFractionACT_364

yearFractionACT_365L

@Inject
protected YearFraction.YearFractionACT_365L yearFractionACT_365L

yearFractionCAL_252

@Inject
protected YearFraction.YearFractionCAL_252 yearFractionCAL_252

Constructor Details

YearFraction

public YearFraction()

Method Details

evaluate

public BigDecimal evaluate(DayCountFractionEnum dayCountFractionEnum,
 com.rosetta.model.lib.records.Date startDate,
 com.rosetta.model.lib.records.Date endDate,
 com.rosetta.model.lib.records.Date terminationDate,
 Integer periodsInYear)