Java DayCount Examples

Example #1

File: NormalIborCapletFloorletExpiryStrikeVolatilities.java Project: iamking1987/Strata

 // -------------------------------------------------------------------------
 @Override
 public double relativeTime(ZonedDateTime dateTime) {
   ArgChecker.notNull(dateTime, "dateTime");
   LocalDate valuationDate = valuationDateTime.toLocalDate();
   LocalDate date = dateTime.toLocalDate();
   return dayCount.relativeYearFraction(valuationDate, date);
 }

Example #2

File: NormalIborFutureOptionExpirySimpleMoneynessVolatilities.java Project: Rowmance/Strata

 // -------------------------------------------------------------------------
 @Override
 public double relativeTime(ZonedDateTime zonedDateTime) {
   ArgChecker.notNull(zonedDateTime, "date");
   return dayCount.relativeYearFraction(
       valuationDateTime.toLocalDate(), zonedDateTime.toLocalDate());
 }