day_count_conventions 0.1.0

Day Count Conventions for Financial Application.
Documentation 
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use std::fmt::Display;

use crate::DayCounter;

use chrono::NaiveDate;

/// Actual/360
///
/// $$
/// \frac{d_2 - d_1}{360}
/// $$
///
/// where $d_2 - d_1$ is the number of days between the two dates (excluding
/// the last day).

#[derive(Debug, Copy, Clone, Default, PartialEq, Eq)]
pub struct Actual360;

impl DayCounter for Actual360 {
    fn day_count_fraction(&self, start: &NaiveDate, end: &NaiveDate) -> f64 {
        (*end - *start).num_days() as f64 / 360.0
    }
}

impl Display for Actual360 {
    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
        write!(f, "Actual/360")
    }
}

/// Actual/360 (inc)
///
/// Includes the last day of the period.
///
/// $$
/// \frac{d_2 - d_1 + 1}{360}
/// $$
///
/// where $d_2 - d_1$ is the number of days between the two dates.

#[allow(clippy::module_name_repetitions)]
#[derive(Debug, Copy, Clone, Default, PartialEq, Eq)]
pub struct Actual360Inc;

impl DayCounter for Actual360Inc {
    fn day_count_fraction(&self, start: &NaiveDate, end: &NaiveDate) -> f64 {
        ((*end - *start).num_days() + 1) as f64 / 360.0
    }
}

impl Display for Actual360Inc {
    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
        write!(f, "Actual/360 (inc)")
    }
}