Uses of Enum Class
com.quantfinlib.rates.DayCount

Packages that use DayCount

Package	Description
com.quantfinlib.fx	FX market conventions and instruments, from spot dates to NDFs.
com.quantfinlib.rates	Fixed income: curves, bonds, swaps, day counts and calendars, with market conventions.

Uses of DayCount in com.quantfinlib.fx

Methods in com.quantfinlib.fx with parameters of type DayCount

Modifier and Type	Method	Description
double	SwapPointsCurve.impliedCarry(LocalDate valueDate, DayCount dayCount)	SwapPointsCurve.impliedCarry(LocalDate) with tau measured in the given day count.

Uses of DayCount in com.quantfinlib.rates

Subclasses with type arguments of type DayCount in com.quantfinlib.rates

Modifier and Type	Class	Description
enum	DayCount	Day-count conventions: the year fraction between two dates as real term sheets define it — because finance never agreed on how long a year is, and the disagreement is worth real money.

Methods in com.quantfinlib.rates that return DayCount

Modifier and Type	Method	Description
DayCount	Deposit.dayCount()	Returns the value of the dayCount record component.
DayCount	Fra.dayCount()	Returns the value of the dayCount record component.
DayCount	LegConvention.dayCount()	Returns the value of the dayCount record component.
DayCount	OisSwap.dayCount()	Returns the value of the dayCount record component.
DayCount	RateFuture.dayCount()	Returns the value of the dayCount record component.
DayCount	InterestRateSwap.fixedDayCount()	Returns the value of the fixedDayCount record component.
DayCount	InterestRateSwap.floatDayCount()	Returns the value of the floatDayCount record component.
static DayCount	DayCount.valueOf(String name)	Returns the enum constant of this class with the specified name.
static DayCount[]	DayCount.values()	Returns an array containing the constants of this enum class, in the order they are declared.

Methods in com.quantfinlib.rates with parameters of type DayCount

Modifier and Type	Method	Description
static double	BondPricer.accruedInterest(double face, double couponRate, int frequency, LocalDate settlement, LocalDate maturity, DayCount dayCount)
static double	BondPricer.accruedInterest(double face, double couponRate, int frequency, LocalDate settlement, LocalDate maturity, DayCount dayCount, boolean endOfMonth)	Accrued interest at settlement: the current period's coupon times the elapsed fraction (ACT/ACT ICMA: actual days over actual days in the period; 30/360 family: 30/360 days over 360/f).
static double	RatesOptions.capFloor(DiscountCurve discount, DiscountCurve projection, LocalDate start, LocalDate end, int paymentsPerYear, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll, double strike, double vol, boolean cap, RatesOptions.VolModel model)	Cap (or floor) on the projection index over the adjusted schedule from start to end: caplet j pays tau_j max(F_j - K, 0) at t_j, F_j the projection forward on its accrual period, fixing at the period start, discounted on discount.
static double	BondPricer.cleanPrice(double face, double couponRate, int frequency, LocalDate settlement, LocalDate maturity, double yield, DayCount dayCount)
static double	BondPricer.cleanPrice(double face, double couponRate, int frequency, LocalDate settlement, LocalDate maturity, double yield, DayCount dayCount, boolean endOfMonth)	Clean price = dirty price minus accrued interest.
static double	BondPricer.dirtyPrice(double face, double couponRate, int frequency, LocalDate settlement, LocalDate maturity, double yield, DayCount dayCount)	BondPricer.dirtyPrice(double, double, int, java.time.LocalDate, java.time.LocalDate, double, DayCount, boolean) without the EOM rule.
static double	BondPricer.dirtyPrice(double face, double couponRate, int frequency, LocalDate settlement, LocalDate maturity, double yield, DayCount dayCount, boolean endOfMonth)	Dirty price per face from a yield, street convention (the formula behind the SIFMA/Bloomberg "street" yield and Excel's price):
double	DiscountCurve.forwardRate(LocalDate start, LocalDate end, DayCount dayCount)	Simple forward (P(s)/P(e) - 1)/tau with tau from dayCount.
static LegConvention	LegConvention.of(int paymentsPerYear, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll)	A convention with a short front stub, no end-of-month rule and no payment lag.
static RateFuture	RateFuture.ofPrice(LocalDate start, LocalDate end, double price, DayCount dayCount, double meanReversion, double sigma)	From an exchange price, rate = (100 - price)/100.
static double	BondPricer.yieldFromCleanPrice(double cleanPrice, double face, double couponRate, int frequency, LocalDate settlement, LocalDate maturity, DayCount dayCount, boolean endOfMonth)	Street-convention yield from a clean price (inverse of BondPricer.cleanPrice(double, double, int, java.time.LocalDate, java.time.LocalDate, double, DayCount, boolean)), by bisection on [−90%, 1000%] to full double precision.

Constructors in com.quantfinlib.rates with parameters of type DayCount

Modifier	Constructor	Description
	Deposit(LocalDate start, LocalDate end, double rate, DayCount dayCount)	Creates an instance of a Deposit record class.
	Fra(LocalDate start, LocalDate end, double rate, DayCount dayCount)	Creates an instance of a Fra record class.
	InterestRateSwap(LocalDate start, LocalDate end, double fixedRate, int fixedPerYear, DayCount fixedDayCount, int floatPerYear, DayCount floatDayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll)	Creates an instance of a InterestRateSwap record class.
	LegConvention(int paymentsPerYear, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll, BusinessCalendar.StubType stub, boolean endOfMonth, int paymentLagDays)	Validates the fields.
	OisSwap(LocalDate start, LocalDate end, double fixedRate, int paymentsPerYear, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll)	Creates an instance of a OisSwap record class.
	RateFuture(LocalDate start, LocalDate end, double rate, DayCount dayCount, double meanReversion, double sigma)	Creates an instance of a RateFuture record class.