Uses of Enum Class
com.quantfinlib.rates.DayCount

Packages that use DayCount

Package

Description

com.quantfinlib.rates

Fixed income with real market conventions: YieldCurve (zero curve, discount factors, implied forwards, bootstrap from annual par swaps), BondPricer (price/yield, duration, convexity, DV01 — both whole-period and date-based with accrued interest), DayCount (ACT/360, ACT/365, 30/360, ACT/ACT ISDA), BusinessCalendar (holidays, roll conventions, T+n settlement, coupon schedules), ShortRateModels (Vasicek, CIR and curve-fitted Hull-White: closed-form zero-coupon bonds plus the simulation steps a rates-factor Monte Carlo needs) and KeyRateDurations (WHERE on the curve a bond's DV01 lives — per-node bumps whose slices sum back to the parallel move, tested).

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
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)	Accrued interest at settlement (accrual on unadjusted period dates).
static double	BondPricer.cleanPrice(double face, double couponRate, int frequency, LocalDate settlement, LocalDate maturity, double yield, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll)	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, BusinessCalendar calendar, BusinessCalendar.Roll roll)	Dirty price with real-world conventions: coupon dates generated from the maturity, payment dates rolled on the business calendar, accrual and discounting measured with the day-count convention.