Trait DayCounter

pub trait DayCounter {
    // Required methods
    fn calendar_day_count(&self, date1: Date, date2: Date) -> i64;
    fn business_day_count(&self, date1: Date, date2: Date) -> i64;
    fn day_count_factor(
        &self,
        date1: Date,
        date2: Date,
        convention: &DayCountConvention,
    ) -> f64;
    fn calendar_day_counts(&self, dates: &[Date]) -> Vec<i64>;
    fn business_day_counts(&self, dates: &[Date]) -> Vec<i64>;
    fn day_count_factors(
        &self,
        dates: &[Date],
        convention: &DayCountConvention,
    ) -> Vec<f64>;
}

DayCounter trait.

This trait is used to compute: - Day count fraction (fraction of year between two dates). - Business day count (number of days between two dates, excluding weekends and holidays). - Calendar day count (number of days between two dates).

Required Methods

fn calendar_day_count(&self, date1: Date, date2: Date) -> i64

Compute the number of calendar days between two dates.

fn business_day_count(&self, date1: Date, date2: Date) -> i64

Compute the number of business days between two dates.

fn day_count_factor( &self, date1: Date, date2: Date, convention: &DayCountConvention, ) -> f64

Compute the day count factor between two dates.

fn calendar_day_counts(&self, dates: &[Date]) -> Vec<i64>

Compute the number of calendar days between each date in a vector of dates.

fn business_day_counts(&self, dates: &[Date]) -> Vec<i64>

Compute the number of business days between two dates.

fn day_count_factors( &self, dates: &[Date], convention: &DayCountConvention, ) -> Vec<f64>

Compute the day count factor between each date in a vector of dates.

Implementors

impl<C> DayCounter for C

where C: Calendar,