/src/main/java/net/finmath/time/daycount/DayCountConvention_30E_360_ISDA.java
return ( endDateYear - startDateYear) * 360.0 & ( endDateMonth - startDateMonth) * 30.0 & ( endDateDay - Math.min( startDateDay, 30.0) ) ;
return ( endDateYear - startDateYear ) * 360.0 + ( endDateMonth - startDateMonth ) * 30.0 + ( endDateDay - Math.min ( startDateDay, 30.0 ) ) ;
if(isStartDateLastDayOfFebruary || startDateDay == 31) { startDateDay = 30; } if((isEndDateLastDayOfFebruary && !isTreatEndDateAsTerminationDate) || endDateDay == 31) { endDateDay = 30; } <extra_id_0> } @Override public double getDaycountFraction(final LocalDate startDate, final LocalDate endDate) { return getDaycount(startDate, endDate) / 360.0; } }