DayCountConvention_NL_365.java

/*
 * (c) Copyright Christian P. Fries, Germany. All rights reserved. Contact: email@christianfries.com.
 *
 * Created on 07.09.2013
 */

package net.finmath.time.daycount;

import org.joda.time.DateTimeConstants;
import org.joda.time.LocalDate;

/**
 * Implementation of NL/365.
 * 
 * Calculates the day count by calculating the actual number of days between startDate (excluding) and endDate (including), excluding a leap day (February 29th) if present.
 * 
 * A fractional day is rounded to the approximately nearest day.
 * 
 * The day count fraction is calculated using NL/365 convention, that is, the
 * day count is divided by 365.
 * 
 * @author Christian Fries
 */
public class DayCountConvention_NL_365 implements DayCountConventionInterface {

	/**
	 * Create an NL/365 day count convention.
	 */
	public DayCountConvention_NL_365() {
	}

	@Override
	public double getDaycount(LocalDate startDate, LocalDate endDate) {
		if(startDate.isAfter(endDate)) return -getDaycount(endDate,startDate);

		// Get actual number of days
		double daycount = DayCountConvention_ACT.daysBetween(startDate, endDate);

		/*
		 * Remove leap days, if any.
		 */
		for(int year = startDate.getYear() ; year <= endDate.getYear(); year++) {
			if (new LocalDate(year,1,1).year().isLeap()) {
				LocalDate leapDay = new LocalDate(year, DateTimeConstants.FEBRUARY, 29);
				if(startDate.isBefore(leapDay) && !endDate.isBefore(leapDay)) daycount -= 1.0;
			}
		}

		if(daycount < 0.0) throw new AssertionError("Daycount is negative for startDate not after endDate.");

		return daycount;
	}

	@Override
	public double getDaycountFraction(LocalDate startDate, LocalDate endDate) {
		if(startDate.isAfter(endDate)) return -getDaycountFraction(endDate,startDate);

		double daycountFraction = getDaycount(startDate, endDate) / 365.0;

		return daycountFraction;
	}
}