Package org.jquantlib.daycounters

Examples of org.jquantlib.daycounters.ActualActual.yearFraction()

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            final Date rd1 = testCases[i].refStart;
            final Date rd2 = testCases[i].refEnd;

            QL.info(testCases[i].toString());

            /*@Time*/ final double  calculated = dayCounter.yearFraction(d1, d2, rd1, rd2);

            if (abs(calculated-testCases[i].result) > 1.0e-10) {
                final String period = "period: " + d1 + " to " + d2;
                String refPeriod = "";
                if (testCases[i].convention == ActualActual.Convention.ISMA) {
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            final Date rd1 = testCases[i].refStart;
            final Date rd2 = testCases[i].refEnd;

            QL.info(testCases[i].toString());

            /*@Time*/ final double  calculated = dayCounter.yearFraction(d1, d2, rd1, rd2);

            if (abs(calculated-testCases[i].result) > 1.0e-10) {
                final String period = "period: " + d1 + " to " + d2;
                String refPeriod = "";
                if (testCases[i].convention == ActualActual.Convention.ISMA) {
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