Uses of Class
org.drip.analytics.daycount.ActActDCParams

Packages that use ActActDCParams

Package	Description
org.drip.analytics.daycount
org.drip.param.quoting
org.drip.param.valuation

Uses of ActActDCParams in org.drip.analytics.daycount

Methods in org.drip.analytics.daycount that return ActActDCParams

Modifier and Type	Method and Description
static ActActDCParams	ActActDCParams.FromFrequency(int iFreq) Construct an ActActDCParams from the specified Frequency

Methods in org.drip.analytics.daycount with parameters of type ActActDCParams

Modifier and Type	Method and Description
int	DCNL_Act.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DCNL_365.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DCNL_360.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DCFCalculator.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar) Calculates the number of days accrued between the two given days
int	DCAct_Act_UST.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DCAct_Act_ISDA.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DCAct_Act.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DCAct_365L.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DCAct_365.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DCAct_364.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DCAct_360.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DC30_Act.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DC30_365.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DC30_360.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DC30E_360_ISDA.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DC30E_360.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DC30EPLUS_360_ISDA.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DC28_360.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
int	DC1_1.daysAccrued(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
static int	Convention.DaysAccrued(int iStartDate, int iEndDate, java.lang.String strDayCount, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar) Calculate the Days Accrued between 2 given Dates for the given Day Count Convention and the other Parameters
double	DCNL_Act.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DCNL_365.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DCNL_360.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DCFCalculator.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar) Calculates the accrual fraction in years between 2 given days
double	DCAct_Act_UST.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DCAct_Act_ISDA.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DCAct_Act.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DCAct_365L.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DCAct_365.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DCAct_364.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DCAct_360.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DC30_Act.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DC30_365.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DC30_360.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DC30E_360_ISDA.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DC30E_360.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DC30EPLUS_360_ISDA.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DC28_360.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
double	DC1_1.yearFraction(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)
static double	Convention.YearFraction(int iStartDate, int iEndDate, java.lang.String strDayCount, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar) Calculate the Accrual Fraction in Years between 2 given Dates for the given Day Count Convention and the other Parameters

Uses of ActActDCParams in org.drip.param.quoting

Methods in org.drip.param.quoting that return ActActDCParams

Modifier and Type	Method and Description
ActActDCParams	YieldInterpreter.aap() Retrieve the Act/Act Day Count Parameters

Constructors in org.drip.param.quoting with parameters of type ActActDCParams

Constructor and Description
YieldInterpreter(java.lang.String strDC, int iFreq, boolean bApplyEOMAdj, ActActDCParams aap, java.lang.String strCalendar) Construct YieldInterpreter from the Day Count and the Frequency parameters

Uses of ActActDCParams in org.drip.param.valuation

Methods in org.drip.param.valuation that return ActActDCParams

Modifier and Type	Method and Description
ActActDCParams	ValuationCustomizationParams.yieldAAP() Retrieve the Yield Act Act Day Count Parameters

Constructors in org.drip.param.valuation with parameters of type ActActDCParams

Constructor and Description
ValuationCustomizationParams(java.lang.String strDC, int iFrequency, boolean bApplyEOMAdj, ActActDCParams aap, java.lang.String strCalendar, boolean bSpreadQuoted) Construct ValuationCustomizationParams from the Day Count and the Frequency parameters