Uses of Interface
com.opengamma.strata.basics.date.DayCount

Packages that use DayCount

Package	Description
com.opengamma.strata.basics.date	Tools for working with dates.
com.opengamma.strata.basics.index	Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.basics.schedule	Basic financial tools for working with date-based schedules.
com.opengamma.strata.loader	Tools for loading data from files.
com.opengamma.strata.loader.fpml	Loader that can convert files to financial instruments.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.explain	Support for explaining results.
com.opengamma.strata.market.surface	Definitions of surfaces.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.model	Common code for model pricing.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.
com.opengamma.strata.product.bond	Entity objects describing bonds.
com.opengamma.strata.product.cms	Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
com.opengamma.strata.product.credit	Entity objects describing Credit Default Swap (CDS) and CDS index.
com.opengamma.strata.product.credit.type	Conventions and templates to aid the construction of credit instruments.
com.opengamma.strata.product.deposit	Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.deposit.type	Conventions and templates to aid the construction of deposits.
com.opengamma.strata.product.fra	Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.fra.type	Conventions and templates to aid the construction of FRAs.
com.opengamma.strata.product.swap	Entity objects describing a swap.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.

Uses of DayCount in com.opengamma.strata.basics.date

Fields in com.opengamma.strata.basics.date declared as DayCount

Modifier and Type	Field	Description
static DayCount	DayCounts.ACT_360	The 'Act/360' day count, which divides the actual number of days by 360.
static DayCount	DayCounts.ACT_364	The 'Act/364' day count, which divides the actual number of days by 364.
static DayCount	DayCounts.ACT_365_25	The 'Act/365.25' day count, which divides the actual number of days by 365.25.
static DayCount	DayCounts.ACT_365_ACTUAL	The 'Act/365 Actual' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not.
static DayCount	DayCounts.ACT_365F	The 'Act/365F' day count, which divides the actual number of days by 365 (fixed).
static DayCount	DayCounts.ACT_365L	The 'Act/365L' day count, which divides the actual number of days by 365 or 366.
static DayCount	DayCounts.ACT_ACT_AFB	The 'Act/Act AFB' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not, with additional rules for periods over one year.
static DayCount	DayCounts.ACT_ACT_ICMA	The 'Act/Act ICMA' day count, which divides the actual number of days by the actual number of days in the coupon period multiplied by the frequency.
static DayCount	DayCounts.ACT_ACT_ISDA	The 'Act/Act ISDA' day count, which divides the actual number of days in a leap year by 366 and the actual number of days in a standard year by 365.
static DayCount	DayCounts.ACT_ACT_YEAR	The 'Act/Act Year' day count, which divides the actual number of days by the number of days in the year from the start date.
static DayCount	DayCounts.NL_360	The 'NL/360' day count, which divides the actual number of days omitting leap days by 360.
static DayCount	DayCounts.NL_365	The 'NL/365' day count, which divides the actual number of days omitting leap days by 365.
static DayCount	DayCounts.ONE_ONE	The '1/1' day count, which always returns a day count of 1.
static DayCount	DayCounts.THIRTY_360_ISDA	The '30/360 ISDA' day count, which treats input day-of-month 31 specially.
static DayCount	DayCounts.THIRTY_360_PSA	The '30/360 PSA' day count, which treats input day-of-month 31 and end of February specially.
static DayCount	DayCounts.THIRTY_E_360	The '30E/360' day count, which treats input day-of-month 31 specially.
static DayCount	DayCounts.THIRTY_E_360_ISDA	The '30E/360 ISDA' day count, which treats input day-of-month 31 and end of February specially.
static DayCount	DayCounts.THIRTY_E_365	The '30E/365' day count, which treats input day-of-month 31 and end of February specially.
static DayCount	DayCounts.THIRTY_EPLUS_360	The '30E+/360' day count, which treats input day-of-month 31 specially.
static DayCount	DayCounts.THIRTY_U_360	The '30U/360' day count, which treats input day-of-month 31 and end of February specially.
static DayCount	DayCounts.THIRTY_U_360_EOM	The '30U/360 EOM' day count, which treats input day-of-month 31 and end of February specially.

Methods in com.opengamma.strata.basics.date that return DayCount

Modifier and Type	Method	Description
static DayCount	DayCount.of(String uniqueName)	Obtains an instance from the specified unique name.
static DayCount	DayCount.ofBus252(HolidayCalendarId calendar)	Obtains an instance of the 'Bus/252' day count based on a specific calendar.

Methods in com.opengamma.strata.basics.date that return types with arguments of type DayCount

Modifier and Type	Method	Description
static ExtendedEnum<DayCount>	DayCount.extendedEnum()	Gets the extended enum helper.

Uses of DayCount in com.opengamma.strata.basics.index

Methods in com.opengamma.strata.basics.index that return DayCount

Modifier and Type	Method	Description
DayCount	FloatingRateIndex.getDayCount()	Gets the day count convention of the index.
DayCount	ImmutableIborIndex.getDayCount()	Gets the day count convention.
DayCount	ImmutableOvernightIndex.getDayCount()	Gets the day count convention.
default DayCount	PriceIndex.getDayCount()	Gets the day count convention of the index, which is '1/1'.
default DayCount	FloatingRateIndex.getDefaultFixedLegDayCount()	Gets the default day count convention for the associated fixed leg.
DayCount	ImmutableIborIndex.getDefaultFixedLegDayCount()	Gets the default day count convention for the associated fixed leg.
DayCount	ImmutableOvernightIndex.getDefaultFixedLegDayCount()	Gets the default day count convention for the associated fixed leg.

Methods in com.opengamma.strata.basics.index that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	ImmutableIborIndex.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	ImmutableOvernightIndex.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	ImmutableIborIndex.Meta.defaultFixedLegDayCount()	The meta-property for the defaultFixedLegDayCount property.
org.joda.beans.MetaProperty<DayCount>	ImmutableOvernightIndex.Meta.defaultFixedLegDayCount()	The meta-property for the defaultFixedLegDayCount property.

Methods in com.opengamma.strata.basics.index with parameters of type DayCount

Modifier and Type	Method	Description
ImmutableIborIndex.Builder	ImmutableIborIndex.Builder.dayCount(DayCount dayCount)	Sets the day count convention.
ImmutableOvernightIndex.Builder	ImmutableOvernightIndex.Builder.dayCount(DayCount dayCount)	Sets the day count convention.
ImmutableIborIndex.Builder	ImmutableIborIndex.Builder.defaultFixedLegDayCount(DayCount defaultFixedLegDayCount)	Sets the default day count convention for the associated fixed leg.
ImmutableOvernightIndex.Builder	ImmutableOvernightIndex.Builder.defaultFixedLegDayCount(DayCount defaultFixedLegDayCount)	Sets the default day count convention for the associated fixed leg.

Uses of DayCount in com.opengamma.strata.basics.schedule

Methods in com.opengamma.strata.basics.schedule with parameters of type DayCount

Modifier and Type	Method	Description
double	SchedulePeriod.yearFraction(DayCount dayCount, Schedule schedule)	Calculates the year fraction using the specified day count.

Uses of DayCount in com.opengamma.strata.loader

Methods in com.opengamma.strata.loader that return DayCount

Modifier and Type	Method	Description
static DayCount	LoaderUtils.parseDayCount(String str)	Parses day count from the input string.

Uses of DayCount in com.opengamma.strata.loader.fpml

Methods in com.opengamma.strata.loader.fpml that return DayCount

Modifier and Type	Method	Description
DayCount	FpmlDocument.convertDayCount(String fpmlDayCountName)	Converts an FpML day count string to a DayCount.
DayCount	FpmlDocument.parseDayCountFraction(XmlElement baseEl)	Converts an FpML 'DayCountFraction' to a DayCount.

Uses of DayCount in com.opengamma.strata.market.curve

Fields in com.opengamma.strata.market.curve with type parameters of type DayCount

Modifier and Type	Field	Description
static CurveInfoType<DayCount>	CurveInfoType.DAY_COUNT	Key used to access information about the DayCount.

Methods in com.opengamma.strata.market.curve that return DayCount

Modifier and Type	Method	Description
DayCount	DepositIsdaCreditCurveNode.getDayCount()	Gets the day count convention.
DayCount	IsdaCreditCurveDefinition.getDayCount()	Gets the day count.
DayCount	SwapIsdaCreditCurveNode.getDayCount()	Gets the day count convention applicable.

Methods in com.opengamma.strata.market.curve that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	DepositIsdaCreditCurveNode.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	InterpolatedNodalCurveDefinition.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	IsdaCreditCurveDefinition.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	ParameterizedFunctionalCurveDefinition.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	SwapIsdaCreditCurveNode.Meta.dayCount()	The meta-property for the dayCount property.
Optional<DayCount>	InterpolatedNodalCurveDefinition.getDayCount()	Gets the day count, optional.
Optional<DayCount>	ParameterizedFunctionalCurveDefinition.getDayCount()	Gets the day count, optional.

Methods in com.opengamma.strata.market.curve with parameters of type DayCount

Modifier and Type	Method	Description
static CurveMetadata	Curves.blackVolatilityByExpiry(CurveName name, DayCount dayCount)	Creates curve metadata for a curve providing Black volatility by expiry.
static CurveMetadata	Curves.blackVolatilityByExpiry(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing Black volatility by expiry.
static CurveMetadata	Curves.blackVolatilityByExpiry(String name, DayCount dayCount)	Creates curve metadata for a curve providing Black volatility by expiry.
static CurveMetadata	Curves.correlationByExpiry(CurveName name, DayCount dayCount)	Creates curve metadata for a curve providing correlation by expiry.
static CurveMetadata	Curves.correlationByExpiry(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing correlation by expiry.
static CurveMetadata	Curves.correlationByExpiry(String name, DayCount dayCount)	Creates curve metadata for a curve providing correlation by expiry.
DefaultCurveMetadataBuilder	DefaultCurveMetadataBuilder.dayCount(DayCount dayCount)	Sets the day count.
DepositIsdaCreditCurveNode.Builder	DepositIsdaCreditCurveNode.Builder.dayCount(DayCount dayCount)	Sets the day count convention.
InterpolatedNodalCurveDefinition.Builder	InterpolatedNodalCurveDefinition.Builder.dayCount(DayCount dayCount)	Sets the day count, optional.
ParameterizedFunctionalCurveDefinition.Builder	ParameterizedFunctionalCurveDefinition.Builder.dayCount(DayCount dayCount)	Sets the day count, optional.
SwapIsdaCreditCurveNode.Builder	SwapIsdaCreditCurveNode.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable.
static CurveMetadata	Curves.discountFactors(CurveName name, DayCount dayCount)	Creates curve metadata for a curve providing discount factors.
static CurveMetadata	Curves.discountFactors(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing discount factors.
static CurveMetadata	Curves.discountFactors(String name, DayCount dayCount)	Creates curve metadata for a curve providing discount factors.
static CurveMetadata	Curves.forwardRates(CurveName name, DayCount dayCount)	Creates curve metadata for a curve providing forward rates.
static CurveMetadata	Curves.forwardRates(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing forward rates.
static CurveMetadata	Curves.forwardRates(String name, DayCount dayCount)	Creates curve metadata for a curve providing forward rates.
static CurveMetadata	Curves.normalVolatilityByExpiry(CurveName name, DayCount dayCount)	Creates curve metadata for a curve providing normal volatility by expiry.
static CurveMetadata	Curves.normalVolatilityByExpiry(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing normal volatility by expiry.
static CurveMetadata	Curves.normalVolatilityByExpiry(String name, DayCount dayCount)	Creates curve metadata for a curve providing normal volatility by expiry.
static DepositIsdaCreditCurveNode	DepositIsdaCreditCurveNode.of(ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount)	Returns a curve node for a term deposit.
static IsdaCreditCurveDefinition	IsdaCreditCurveDefinition.of(CurveName name, Currency currency, LocalDate curveValuationDate, DayCount dayCount, List<? extends IsdaCreditCurveNode> curveNodes, boolean computeJacobian, boolean storeNodeTrade)	Obtains an instance.
static SwapIsdaCreditCurveNode	SwapIsdaCreditCurveNode.of(ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount, Frequency paymentFrequency)	Returns a curve node for a standard fixed-Ibor swap.
static CurveMetadata	Curves.recoveryRates(CurveName name, DayCount dayCount)	Creates curve metadata for a curve providing recovery rates.
static CurveMetadata	Curves.recoveryRates(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing recovery rates.
static CurveMetadata	Curves.recoveryRates(String name, DayCount dayCount)	Creates curve metadata for a curve providing recovery rates.
static CurveMetadata	Curves.sabrParameterByExpiry(CurveName name, DayCount dayCount, ValueType yType)	Creates metadata for a curve providing a SABR parameter.
static CurveMetadata	Curves.sabrParameterByExpiry(CurveName name, DayCount dayCount, ValueType yType, List<? extends ParameterMetadata> parameterMetadata)	Creates metadata for a curve providing a SABR parameter.
static CurveMetadata	Curves.sabrParameterByExpiry(String name, DayCount dayCount, ValueType yType)	Creates metadata for a curve providing a SABR parameter.
static CurveMetadata	Curves.zeroRates(CurveName name, DayCount dayCount)	Creates curve metadata for a curve providing zero rates.
static CurveMetadata	Curves.zeroRates(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing zero rates.
static CurveMetadata	Curves.zeroRates(String name, DayCount dayCount)	Creates curve metadata for a curve providing zero rates.

Uses of DayCount in com.opengamma.strata.market.explain

Fields in com.opengamma.strata.market.explain with type parameters of type DayCount

Modifier and Type	Field	Description
static ExplainKey<DayCount>	ExplainKey.ACCRUAL_DAY_COUNT	The day count used to calculate the year fraction.

Uses of DayCount in com.opengamma.strata.market.surface

Fields in com.opengamma.strata.market.surface with type parameters of type DayCount

Modifier and Type	Field	Description
static SurfaceInfoType<DayCount>	SurfaceInfoType.DAY_COUNT	Key used to access information about the DayCount.

Methods in com.opengamma.strata.market.surface with parameters of type DayCount

Modifier and Type	Method	Description
static SurfaceMetadata	Surfaces.blackVolatilityByExpiryLogMoneyness(SurfaceName name, DayCount dayCount)	Creates metadata for a surface providing Black expiry-log moneyness volatility.
static SurfaceMetadata	Surfaces.blackVolatilityByExpiryLogMoneyness(String name, DayCount dayCount)	Creates metadata for a surface providing Black expiry-log moneyness volatility.
static SurfaceMetadata	Surfaces.blackVolatilityByExpiryStrike(SurfaceName name, DayCount dayCount)	Creates metadata for a surface providing Black expiry-strike volatility.
static SurfaceMetadata	Surfaces.blackVolatilityByExpiryStrike(String name, DayCount dayCount)	Creates metadata for a surface providing Black expiry-strike volatility.
static SurfaceMetadata	Surfaces.blackVolatilityByExpiryTenor(SurfaceName name, DayCount dayCount)	Creates metadata for a surface providing Black expiry-tenor volatility.
static SurfaceMetadata	Surfaces.blackVolatilityByExpiryTenor(String name, DayCount dayCount)	Creates metadata for a surface providing Black expiry-tenor volatility.
DefaultSurfaceMetadataBuilder	DefaultSurfaceMetadataBuilder.dayCount(DayCount dayCount)	Sets the day count.
static SurfaceMetadata	Surfaces.normalVolatilityByExpirySimpleMoneyness(SurfaceName name, DayCount dayCount, MoneynessType moneynessType)	Creates metadata for a surface providing Normal expiry-simple moneyness volatility.
static SurfaceMetadata	Surfaces.normalVolatilityByExpirySimpleMoneyness(String name, DayCount dayCount, MoneynessType moneynessType)	Creates metadata for a surface providing Normal expiry-simple moneyness volatility.
static SurfaceMetadata	Surfaces.normalVolatilityByExpiryStrike(SurfaceName name, DayCount dayCount)	Creates metadata for a surface providing Normal expiry-strike volatility.
static SurfaceMetadata	Surfaces.normalVolatilityByExpiryStrike(String name, DayCount dayCount)	Creates metadata for a surface providing Normal expiry-strike volatility.
static SurfaceMetadata	Surfaces.normalVolatilityByExpiryTenor(SurfaceName name, DayCount dayCount)	Creates metadata for a surface providing Normal expiry-tenor volatility.
static SurfaceMetadata	Surfaces.normalVolatilityByExpiryTenor(String name, DayCount dayCount)	Creates metadata for a surface providing Normal expiry-tenor volatility.
static SurfaceMetadata	Surfaces.sabrParameterByExpiryTenor(SurfaceName name, DayCount dayCount, ValueType zType)	Creates metadata for a surface providing a SABR expiry-tenor parameter.
static SurfaceMetadata	Surfaces.sabrParameterByExpiryTenor(String name, DayCount dayCount, ValueType zType)	Creates metadata for a surface providing a SABR expiry-tenor parameter.

Uses of DayCount in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt that return DayCount

Modifier and Type	Method	Description
DayCount	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.getDayCount()	Gets the dayCount.
DayCount	BlackFxOptionSmileVolatilitiesSpecification.getDayCount()	Gets the day count convention used for the expiry.

Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	BlackFxOptionSmileVolatilitiesSpecification.Meta.dayCount()	The meta-property for the dayCount property.

Methods in com.opengamma.strata.measure.fxopt with parameters of type DayCount

Modifier and Type	Method	Description
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder.dayCount(DayCount dayCount)	Sets the dayCount.
BlackFxOptionSmileVolatilitiesSpecification.Builder	BlackFxOptionSmileVolatilitiesSpecification.Builder.dayCount(DayCount dayCount)	Sets the day count convention used for the expiry.
FxVolatilitySurfaceYearFractionParameterMetadata	FxOptionVolatilitiesNode.metadata(ZonedDateTime valuationDateTime, DayCount dayCount, ReferenceData refData)	Returns metadata for the node.
double	FxOptionVolatilitiesNode.timeToExpiry(ZonedDateTime valuationDateTime, DayCount dayCount, ReferenceData refData)	Calculates the time to expiry for the valuation date time.

Uses of DayCount in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return DayCount

Modifier and Type	Method	Description
DayCount	DirectIborCapletFloorletFlatVolatilityDefinition.getDayCount()	Gets the day count to measure the time.
DayCount	DirectIborCapletFloorletVolatilityDefinition.getDayCount()	Gets the day count to measure the time in the expiry dimension.
DayCount	IborCapletFloorletVolatilityDefinition.getDayCount()	Gets the day count to use.
DayCount	NormalSabrParametersIborCapletFloorletVolatilities.getDayCount()	Gets the day count used to calculate the expiry year fraction.
DayCount	SabrIborCapletFloorletVolatilityBootstrapDefinition.getDayCount()	Gets the day count to measure the time in the expiry dimension.
DayCount	SabrIborCapletFloorletVolatilityCalibrationDefinition.getDayCount()	Gets the day count to measure the time in the expiry dimension.
DayCount	SabrParametersIborCapletFloorletVolatilities.getDayCount()	Gets the day count used to calculate the expiry year fraction.
DayCount	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.getDayCount()	Gets the day count to measure the time in the expiry dimension.

Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	DirectIborCapletFloorletFlatVolatilityDefinition.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	DirectIborCapletFloorletVolatilityDefinition.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta.dayCount()	The meta-property for the dayCount property.

Methods in com.opengamma.strata.pricer.capfloor with parameters of type DayCount

Modifier and Type	Method	Description
DirectIborCapletFloorletFlatVolatilityDefinition.Builder	DirectIborCapletFloorletFlatVolatilityDefinition.Builder.dayCount(DayCount dayCount)	Sets the day count to measure the time.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.dayCount(DayCount dayCount)	Sets the day count to measure the time in the expiry dimension.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.dayCount(DayCount dayCount)	Sets the day count to measure the time in the expiry dimension.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.dayCount(DayCount dayCount)	Sets the day count to measure the time in the expiry dimension.
static DirectIborCapletFloorletFlatVolatilityDefinition	DirectIborCapletFloorletFlatVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambda, CurveInterpolator interpolator)	Obtains an instance with flat extrapolators.
static DirectIborCapletFloorletFlatVolatilityDefinition	DirectIborCapletFloorletFlatVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambda, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight)	Obtains an instance.
static DirectIborCapletFloorletVolatilityDefinition	DirectIborCapletFloorletVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambdaExpiry, double lambdaStrike, GridSurfaceInterpolator interpolator)	Obtains an instance with zero shift.
static DirectIborCapletFloorletVolatilityDefinition	DirectIborCapletFloorletVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambdaExpiry, double lambdaStrike, GridSurfaceInterpolator interpolator, Curve shiftCurve)	Obtains an instance with shift curve.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, CurveInterpolator timeInterpolator, CurveInterpolator strikeInterpolator)	Obtains an instance with time interpolator and strike interpolator.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, CurveInterpolator timeInterpolator, CurveInterpolator strikeInterpolator, Curve shiftCurve)	Obtains an instance with time interpolator, strike interpolator and shift curve.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, GridSurfaceInterpolator interpolator)	Obtains an instance with gird surface interpolator.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, GridSurfaceInterpolator interpolator, Curve shiftCurve)	Obtains an instance with gird surface interpolator and shift curve.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, double shift, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with constant beta and shift.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with zero shift and constant beta.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, double shift, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed beta and nonzero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double shift, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed beta, nonzero shift and initial values.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed beta and zero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed beta, zero shift and initial values.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, double shift, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with constant beta and shift.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with zero shift and constant beta.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, double shift, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed rho and nonzero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double shift, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed rho, nonzero shift and initial values.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed rho and zero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed rho, zero shift and initial values.

Uses of DayCount in com.opengamma.strata.pricer.credit

Methods in com.opengamma.strata.pricer.credit that return DayCount

Modifier and Type	Method	Description
DayCount	CreditDiscountFactors.getDayCount()	Obtains day count convention.
DayCount	IsdaCreditDiscountFactors.getDayCount()

Methods in com.opengamma.strata.pricer.credit with parameters of type DayCount

Modifier and Type	Method	Description
static IsdaCreditDiscountFactors	IsdaCreditDiscountFactors.of(Currency currency, LocalDate valuationDate, CurveName curveName, DoubleArray yearFractions, DoubleArray zeroRates, DayCount dayCount)	Creates an instance from year fraction and zero rate values.

Uses of DayCount in com.opengamma.strata.pricer.fxopt

Methods in com.opengamma.strata.pricer.fxopt that return DayCount

Modifier and Type	Method	Description
DayCount	InterpolatedStrikeSmileDeltaTermStructure.getDayCount()	Gets the day count convention used for the expiry.
DayCount	SmileDeltaTermStructure.getDayCount()	Gets the day count convention used for the expiry.

Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	InterpolatedStrikeSmileDeltaTermStructure.Meta.dayCount()	The meta-property for the dayCount property.

Methods in com.opengamma.strata.pricer.fxopt with parameters of type DayCount

Modifier and Type	Method	Description
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(DoubleArray expiries, DoubleArray delta, DoubleArray atm, DoubleMatrix riskReversal, DoubleMatrix strangle, DayCount dayCount)	Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(DoubleArray expiries, DoubleArray delta, DoubleArray atm, DoubleMatrix riskReversal, DoubleMatrix strangle, DayCount dayCount, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with strike interpolator and extrapolators specified.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(DoubleArray expiries, DoubleArray delta, DoubleArray atm, DoubleMatrix riskReversal, DoubleMatrix strangle, DayCount dayCount, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorLeft, CurveExtrapolator timeExtrapolatorRight, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with interpolator and extrapolators fully specified.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(DoubleArray expiries, DoubleArray delta, DoubleMatrix volatility, DayCount dayCount)	Obtains volatility term structure from expiry times, delta values and volatilities.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(DoubleArray expiries, DoubleArray delta, DoubleMatrix volatility, DayCount dayCount, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from expiry times, delta values and volatilities with strike interpolator and extrapolators specified.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(DoubleArray expiries, DoubleArray delta, DoubleMatrix volatility, DayCount dayCount, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorLeft, CurveExtrapolator timeExtrapolatorRight, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from expiry times, delta values and volatilities with interpolator and extrapolators fully specified.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(List<SmileDeltaParameters> volatilityTerm, DayCount dayCount)	Obtains volatility term structure from a set of smile descriptions.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(List<SmileDeltaParameters> volatilityTerm, DayCount dayCount, CurveExtrapolator timeExtrapolatorLeft, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorRight, CurveExtrapolator strikeExtrapolatorLeft, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorRight)	Deprecated. Use variant with correct interpolator/extrapolator order
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(List<SmileDeltaParameters> volatilityTerm, DayCount dayCount, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from a set of smile descriptions with strike interpolator and extrapolators specified.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(List<SmileDeltaParameters> volatilityTerm, DayCount dayCount, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorLeft, CurveExtrapolator timeExtrapolatorRight, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from a set of smile descriptions with interpolator and extrapolators fully specified.

Uses of DayCount in com.opengamma.strata.pricer.model

Methods in com.opengamma.strata.pricer.model that return DayCount

Modifier and Type	Method	Description
DayCount	HullWhiteOneFactorPiecewiseConstantParametersProvider.getDayCount()	Gets the day count applicable to the model.
DayCount	SabrInterestRateParameters.getDayCount()	Gets the day count used to calculate the expiry year fraction.
DayCount	SabrParameters.getDayCount()	Gets the day count used to calculate the expiry year fraction.

Methods in com.opengamma.strata.pricer.model that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta.dayCount()	The meta-property for the dayCount property.

Methods in com.opengamma.strata.pricer.model with parameters of type DayCount

Modifier and Type	Method	Description
static HullWhiteOneFactorPiecewiseConstantParametersProvider	HullWhiteOneFactorPiecewiseConstantParametersProvider.of(HullWhiteOneFactorPiecewiseConstantParameters parameters, DayCount dayCount, LocalDate valuationDate, LocalTime valuationTime, ZoneId valuationZone)	Obtains an instance from Hull-White model parameters and the date, time and zone for which it is valid.
static HullWhiteOneFactorPiecewiseConstantParametersProvider	HullWhiteOneFactorPiecewiseConstantParametersProvider.of(HullWhiteOneFactorPiecewiseConstantParameters parameters, DayCount dayCount, ZonedDateTime valuationDateTime)	Obtains an instance from Hull-White model parameters and the date-time for which it is valid.

Uses of DayCount in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption that return DayCount

Modifier and Type	Method	Description
DayCount	SabrParametersSwaptionVolatilities.getDayCount()	Gets the day count used to calculate the expiry year fraction.
DayCount	SabrSwaptionDefinition.getDayCount()	Gets the day count to use.

Methods in com.opengamma.strata.pricer.swaption that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	SabrSwaptionDefinition.Meta.dayCount()	The meta-property for the dayCount property.

Methods in com.opengamma.strata.pricer.swaption with parameters of type DayCount

Modifier and Type	Method	Description
Pair<Double,Double>	SabrSwaptionCalibrator.calibrateAtmShiftedFromBlackVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, double blackVolatility, double shiftInput, DoubleArray startParameters, double shiftOutput)	Calibrate the SABR alpha parameter to an ATM Black volatility and compute the derivative of the result with respect to the input volatility.
Pair<Double,Double>	SabrSwaptionCalibrator.calibrateAtmShiftedFromNormalVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, double normalVolatility, DoubleArray startParameters, double shiftOutput)	Calibrate the SABR alpha parameter to an ATM normal volatility and compute the derivative of the result with respect to the input volatility.
Pair<LeastSquareResultsWithTransform,DoubleArray>	SabrSwaptionCalibrator.calibrateLsShiftedFromBlackVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray blackVolatilitiesInput, double shiftInput, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)	Calibrate the SABR parameters to a set of Black volatilities at given moneyness by least square.
Pair<LeastSquareResultsWithTransform,DoubleArray>	SabrSwaptionCalibrator.calibrateLsShiftedFromNormalVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray normalVolatilities, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)	Calibrate the SABR parameters to a set of normal volatilities at given moneyness.
Pair<LeastSquareResultsWithTransform,DoubleArray>	SabrSwaptionCalibrator.calibrateLsShiftedFromPrices(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray prices, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)	Calibrate the SABR parameters to a set of option prices at given moneyness.
double	NormalSwaptionCashParYieldProductPricer.impliedVolatilityFromPresentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, DayCount dayCount, double presentValue)	Computes the implied normal volatility from the present value of a swaption.
double	NormalSwaptionPhysicalProductPricer.impliedVolatilityFromPresentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, DayCount dayCount, double presentValue)	Computes the implied normal volatility from the present value of a swaption.
static SabrSwaptionDefinition	SabrSwaptionDefinition.of(SwaptionVolatilitiesName name, FixedFloatSwapConvention convention, DayCount dayCount, SurfaceInterpolator interpolator)	Obtains an instance from the name, convention, day count and tenors.

Uses of DayCount in com.opengamma.strata.product.bond

Methods in com.opengamma.strata.product.bond that return DayCount

Modifier and Type	Method	Description
DayCount	Bill.getDayCount()	Gets the day count convention applicable.
DayCount	BillSecurity.getDayCount()	Gets the day count convention applicable.
DayCount	CapitalIndexedBond.getDayCount()	Gets the day count convention applicable.
DayCount	CapitalIndexedBondSecurity.getDayCount()	Gets the day count convention applicable.
DayCount	FixedCouponBond.getDayCount()	Gets the day count convention applicable.
DayCount	FixedCouponBondSecurity.getDayCount()	Gets the day count convention applicable.
DayCount	ResolvedBill.getDayCount()	Gets the day count convention applicable.
DayCount	ResolvedCapitalIndexedBond.getDayCount()	Gets the day count convention applicable.
DayCount	ResolvedFixedCouponBond.getDayCount()	Gets the day count convention applicable.

Methods in com.opengamma.strata.product.bond that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	Bill.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	BillSecurity.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	CapitalIndexedBond.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	CapitalIndexedBondSecurity.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	FixedCouponBond.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	FixedCouponBondSecurity.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	ResolvedBill.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	ResolvedCapitalIndexedBond.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	ResolvedFixedCouponBond.Meta.dayCount()	The meta-property for the dayCount property.

Methods in com.opengamma.strata.product.bond with parameters of type DayCount

Modifier and Type	Method	Description
Bill.Builder	Bill.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable.
BillSecurity.Builder	BillSecurity.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable.
CapitalIndexedBond.Builder	CapitalIndexedBond.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable.
CapitalIndexedBondSecurity.Builder	CapitalIndexedBondSecurity.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable.
FixedCouponBond.Builder	FixedCouponBond.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable.
FixedCouponBondSecurity.Builder	FixedCouponBondSecurity.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable.
ResolvedBill.Builder	ResolvedBill.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable.
ResolvedCapitalIndexedBond.Builder	ResolvedCapitalIndexedBond.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable.
ResolvedFixedCouponBond.Builder	ResolvedFixedCouponBond.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable.
double	ResolvedCapitalIndexedBond.yearFraction(LocalDate startDate, LocalDate endDate, DayCount dayCount)	Calculates the year fraction within the specified period and day count.

Uses of DayCount in com.opengamma.strata.product.cms

Methods in com.opengamma.strata.product.cms that return DayCount

Modifier and Type	Method	Description
DayCount	CmsLeg.getDayCount()	Gets the day count convention.
DayCount	CmsPeriod.getDayCount()	Gets the day count of the period.

Methods in com.opengamma.strata.product.cms that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	CmsLeg.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	CmsPeriod.Meta.dayCount()	The meta-property for the dayCount property.

Methods in com.opengamma.strata.product.cms with parameters of type DayCount

Modifier and Type	Method	Description
CmsLeg.Builder	CmsLeg.Builder.dayCount(DayCount dayCount)	Sets the day count convention.
CmsPeriod.Builder	CmsPeriod.Builder.dayCount(DayCount dayCount)	Sets the day count of the period.

Uses of DayCount in com.opengamma.strata.product.credit

Methods in com.opengamma.strata.product.credit that return DayCount

Modifier and Type	Method	Description
DayCount	Cds.getDayCount()	Gets the day count convention.
DayCount	CdsIndex.getDayCount()	Gets the day count convention.
DayCount	ResolvedCds.getDayCount()	Gets the day count convention.
DayCount	ResolvedCdsIndex.getDayCount()	Gets the day count convention.

Methods in com.opengamma.strata.product.credit that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	Cds.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	CdsIndex.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	ResolvedCds.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	ResolvedCdsIndex.Meta.dayCount()	The meta-property for the dayCount property.

Methods in com.opengamma.strata.product.credit with parameters of type DayCount

Modifier and Type	Method	Description
Cds.Builder	Cds.Builder.dayCount(DayCount dayCount)	Sets the day count convention.
CdsIndex.Builder	CdsIndex.Builder.dayCount(DayCount dayCount)	Sets the day count convention.
ResolvedCds.Builder	ResolvedCds.Builder.dayCount(DayCount dayCount)	Sets the day count convention.
ResolvedCdsIndex.Builder	ResolvedCdsIndex.Builder.dayCount(DayCount dayCount)	Sets the day count convention.

Uses of DayCount in com.opengamma.strata.product.credit.type

Methods in com.opengamma.strata.product.credit.type that return DayCount

Modifier and Type	Method	Description
DayCount	ImmutableCdsConvention.getDayCount()	Gets the day count convention applicable.

Methods in com.opengamma.strata.product.credit.type that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	ImmutableCdsConvention.Meta.dayCount()	The meta-property for the dayCount property.

Methods in com.opengamma.strata.product.credit.type with parameters of type DayCount

Modifier and Type	Method	Description
ImmutableCdsConvention.Builder	ImmutableCdsConvention.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable.
static ImmutableCdsConvention	ImmutableCdsConvention.of(String name, Currency currency, DayCount dayCount, Frequency paymentFrequency, BusinessDayAdjustment businessDayAdjustment, DaysAdjustment settlementDateOffset)	Obtains a convention based on the specified parameters.

Uses of DayCount in com.opengamma.strata.product.deposit

Methods in com.opengamma.strata.product.deposit that return DayCount

Modifier and Type	Method	Description
DayCount	IborFixingDeposit.getDayCount()	Gets the day count convention applicable, defaulted to the day count of the index.
DayCount	TermDeposit.getDayCount()	Gets the day count convention.

Methods in com.opengamma.strata.product.deposit that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	IborFixingDeposit.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	TermDeposit.Meta.dayCount()	The meta-property for the dayCount property.

Methods in com.opengamma.strata.product.deposit with parameters of type DayCount

Modifier and Type	Method	Description
IborFixingDeposit.Builder	IborFixingDeposit.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable, defaulted to the day count of the index.
TermDeposit.Builder	TermDeposit.Builder.dayCount(DayCount dayCount)	Sets the day count convention.

Uses of DayCount in com.opengamma.strata.product.deposit.type

Methods in com.opengamma.strata.product.deposit.type that return DayCount

Modifier and Type	Method	Description
DayCount	ImmutableIborFixingDepositConvention.getDayCount()	Gets the day count convention applicable, providing a default result if no override specified.
DayCount	ImmutableTermDepositConvention.getDayCount()	Gets the day count convention.

Methods in com.opengamma.strata.product.deposit.type that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	ImmutableIborFixingDepositConvention.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	ImmutableTermDepositConvention.Meta.dayCount()	The meta-property for the dayCount property.

Methods in com.opengamma.strata.product.deposit.type with parameters of type DayCount

Modifier and Type	Method	Description
ImmutableIborFixingDepositConvention.Builder	ImmutableIborFixingDepositConvention.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable, optional with defaulting getter.
ImmutableTermDepositConvention.Builder	ImmutableTermDepositConvention.Builder.dayCount(DayCount dayCount)	Sets the day count convention.
static ImmutableTermDepositConvention	ImmutableTermDepositConvention.of(String name, Currency currency, BusinessDayAdjustment businessDayAdjustment, DayCount dayCount, DaysAdjustment spotDateOffset)	Obtains a convention based on the specified currency, business day adjustment, day count convention and spot date offset.

Uses of DayCount in com.opengamma.strata.product.fra

Methods in com.opengamma.strata.product.fra that return DayCount

Modifier and Type	Method	Description
DayCount	Fra.getDayCount()	Gets the day count convention applicable, defaulted to the day count of the index.

Methods in com.opengamma.strata.product.fra that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	Fra.Meta.dayCount()	The meta-property for the dayCount property.

Methods in com.opengamma.strata.product.fra with parameters of type DayCount

Modifier and Type	Method	Description
Fra.Builder	Fra.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable, defaulted to the day count of the index.

Uses of DayCount in com.opengamma.strata.product.fra.type

Methods in com.opengamma.strata.product.fra.type that return DayCount

Modifier and Type	Method	Description
DayCount	ImmutableFraConvention.getDayCount()	Gets the day count convention applicable, providing a default result if no override specified.

Methods in com.opengamma.strata.product.fra.type that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	ImmutableFraConvention.Meta.dayCount()	The meta-property for the dayCount property.

Methods in com.opengamma.strata.product.fra.type with parameters of type DayCount

Modifier and Type	Method	Description
ImmutableFraConvention.Builder	ImmutableFraConvention.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable, optional with defaulting getter.

Uses of DayCount in com.opengamma.strata.product.swap

Methods in com.opengamma.strata.product.swap that return DayCount

Modifier and Type	Method	Description
DayCount	FixedRateCalculation.getDayCount()	Gets the day count convention.
DayCount	IborRateCalculation.getDayCount()	Gets the day count convention.
DayCount	InflationRateCalculation.getDayCount()
DayCount	OvernightRateCalculation.getDayCount()	Gets the day count convention.
DayCount	RateCalculation.getDayCount()	Gets the day count convention.
DayCount	RatePaymentPeriod.getDayCount()	Gets the day count convention.

Methods in com.opengamma.strata.product.swap that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	FixedRateCalculation.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	IborRateCalculation.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	OvernightRateCalculation.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	RatePaymentPeriod.Meta.dayCount()	The meta-property for the dayCount property.

Methods in com.opengamma.strata.product.swap with parameters of type DayCount

Modifier and Type	Method	Description
FixedRateCalculation.Builder	FixedRateCalculation.Builder.dayCount(DayCount dayCount)	Sets the day count convention.
IborRateCalculation.Builder	IborRateCalculation.Builder.dayCount(DayCount dayCount)	Sets the day count convention.
OvernightRateCalculation.Builder	OvernightRateCalculation.Builder.dayCount(DayCount dayCount)	Sets the day count convention.
RatePaymentPeriod.Builder	RatePaymentPeriod.Builder.dayCount(DayCount dayCount)	Sets the day count convention.
static FixedRateCalculation	FixedRateCalculation.of(double rate, DayCount dayCount)	Obtains a rate calculation for the specified day count and rate.

Uses of DayCount in com.opengamma.strata.product.swap.type

Methods in com.opengamma.strata.product.swap.type that return DayCount

Modifier and Type	Method	Description
DayCount	FixedRateSwapLegConvention.getDayCount()	Gets the day count convention applicable.
DayCount	FloatRateSwapLegConvention.getDayCount()	Gets the day count of the convention.
DayCount	IborRateSwapLegConvention.getDayCount()	Gets the day count convention applicable, providing a default result if no override specified.
DayCount	OvernightRateSwapLegConvention.getDayCount()	Gets the day count convention applicable, providing a default result if no override specified.

Methods in com.opengamma.strata.product.swap.type that return types with arguments of type DayCount

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DayCount>	FixedRateSwapLegConvention.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	IborRateSwapLegConvention.Meta.dayCount()	The meta-property for the dayCount property.
org.joda.beans.MetaProperty<DayCount>	OvernightRateSwapLegConvention.Meta.dayCount()	The meta-property for the dayCount property.

Methods in com.opengamma.strata.product.swap.type with parameters of type DayCount

Modifier and Type	Method	Description
FixedRateSwapLegConvention.Builder	FixedRateSwapLegConvention.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable.
IborRateSwapLegConvention.Builder	IborRateSwapLegConvention.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable, optional with defaulting getter.
OvernightRateSwapLegConvention.Builder	OvernightRateSwapLegConvention.Builder.dayCount(DayCount dayCount)	Sets the day count convention applicable, optional with defaulting getter.
static FixedRateSwapLegConvention	FixedRateSwapLegConvention.of(Currency currency, DayCount dayCount, Frequency accrualFrequency, BusinessDayAdjustment accrualBusinessDayAdjustment)	Obtains a convention based on the specified parameters.