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

Packages that use ActActDCParams
Package Description
org.drip.analytics.daycount
Day Count Year Fraction Utilities
org.drip.param.quoting
Quoting Convention Valuation Customization Parameters
org.drip.param.valuation
Valuation Settlement and Valuation Customization Parameters

  • Uses of ActActDCParams in org.drip.analytics.daycount

    Methods in org.drip.analytics.daycount that return ActActDCParams
    Modifier and Type Method 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 Description
    int DC1_1.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 DC30_360.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_Act.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 DCAct_360.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_365.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_Act_ISDA.daysAccrued​(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)  
    int DCAct_Act_UST.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 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 DCNL_360.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_Act.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 DC1_1.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 DC30_360.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_Act.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 DCAct_360.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_365.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_Act_ISDA.yearFraction​(int iStartDate, int iEndDate, boolean bApplyEOMAdj, ActActDCParams actactParams, java.lang.String strCalendar)  
    double DCAct_Act_UST.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 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 DCNL_360.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_Act.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 Description
    ActActDCParams YieldInterpreter.aap()
    Retrieve the Act/Act Day Count Parameters
    Constructors in org.drip.param.quoting with parameters of type ActActDCParams
    Constructor 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 Description
    ActActDCParams ValuationCustomizationParams.yieldAAP()
    Retrieve the Yield Act Act Day Count Parameters
    Constructors in org.drip.param.valuation with parameters of type ActActDCParams
    Constructor Description
    ValuationCustomizationParams​(java.lang.String strDC, int iFrequency, boolean bApplyEOMAdj, ActActDCParams aap, java.lang.String strCalendar, boolean bSpreadQuoted, boolean bApplyFlatForwardRate)
    Construct ValuationCustomizationParams from the Day Count and the Frequency parameters