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day counter class

This class provides methods for determining the length of a time period according to given market convention, both as a number of days and as a year fraction.

The Bridge pattern is used to provide the base behavior of the day counter.

Hierarchy

Index

Classes

Properties

Accessors

Methods

Properties

Protected _impl

_impl: Impl

Private _isDisposed

_isDisposed: boolean = false

Accessors

isDisposed

  • get isDisposed(): boolean
  • Returns boolean

Methods

dayCount

  • dayCount(d1: Date, d2: Date): number
  • Parameters

    • d1: Date
    • d2: Date

    Returns number

dispose

  • dispose(): void
  • Returns void

empty

  • empty(): boolean
  • Returns boolean

name

  • name(): string
  • Returns string

yearFraction

  • yearFraction(d1: Date, d2: Date, refPeriodStart?: Date, refPeriodEnd?: Date): Time
  • Parameters

    • d1: Date
    • d2: Date
    • Default value refPeriodStart: Date = null
    • Default value refPeriodEnd: Date = null

    Returns Time

Static equal