/src/main/java/net/finmath/time/daycount/DayCountConvention_ACT_ACT_AFB.java
if ( endDate.getDayOfMonth( ) >= endDate.lengthOfMonth( ) ) {
if ( endDate.getDayOfMonth ( ) == endDate.lengthOfMonth ( ) ) {
LocalDate fractionalPeriodEnd = endDate.plusYears(startDate.getYear() - endDate.getYear()); if (endDate.getDayOfMonth() == endDate.lengthOfMonth()) { fractionalPeriodEnd = fractionalPeriodEnd.withDayOfMonth(fractionalPeriodEnd.lengthOfMonth()); } if (fractionalPeriodEnd.isBefore(startDate)) { fractionalPeriodEnd.plusYears(1); <extra_id_0> fractionalPeriodEnd = fractionalPeriodEnd.withDayOfMonth(fractionalPeriodEnd.lengthOfMonth()); } } double daycountFraction = endDate.getYear() - fractionalPeriodEnd.getYear(); double fractionPeriodDenominator = 365.0; if(fractionalPeriodEnd.isLeapYear()) {