/* * (c) Copyright Christian P. Fries, Germany. All rights reserved. Contact: email@christianfries.com. * * Created on 07.09.2013 */ package net.finmath.time.daycount; import java.time.LocalDate; /** * This is a special day count convention, where the day count between two dates is always 0.0 * and the year fraction for an interval is always 1.0. * * The latter property is probably the relevant property: you may use this day count convention if a coupon period * pays the coupon without applying a year fraction of the accrual period, but the implementation requires an object implementing * {@link DayCountConventionInterface}. * * @author Christian Fries */ public class DayCountConvention_NONE implements DayCountConventionInterface { /** * Create a day count convention with a constant year fraction of 1.0 for all periods. */ public DayCountConvention_NONE() { } @Override public double getDaycount(LocalDate startDate, LocalDate endDate) { return 0.0; } @Override public double getDaycountFraction(LocalDate startDate, LocalDate endDate) { return 1.0; } }