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//! # Day Count Conventions
//!
//! This library supplies common day count conventions for financial applications.
//!
//! Currently supported day count conventions are:
//! - [Actual/360](Actual360)
//! - [Actual/360 (inc)](Actual360Inc)
//! - [Actual/364](Actual364)
//! - [Actual/365 (A)](Actual365A)
//! - [Actual/365 (Fixed)](Actual365Fixed)
//! - [Actual/366](Actual366)
//! - [Actual/366 (inc)](Actual366Inc)
//! - [Actual/365.25](Actual36525)
//! - [Actual/365.25 (inc)](Actual36525Inc)
//! - [NL/365](NL365)
//! - [1/1](OneOne)
//! - [30/360](Thirty360)
//! - [30E/360](ThirtyE360)
//! - [30E/360 (ISDA)](ThirtyE360ISDA)
//! - [30E+/360 (ISDA)](ThirtyEPlus360ISDA)
//!
//! If there are any conventions that you would like implemented, don't
//! hestitate to submit a PR or raise in issue on [GitHub](https://github.com/MeetThePatel/day_count_conventions.rs)!
//!
//! ### References:
//! **Note:** The following sources may have slightly different definitions. As
//! a precaution, please see the documentations for the particular definitions
//! used in this package.
//!
//! - 1. [OpenGamma (Chapter 3)](https://quant.opengamma.io/Interest-Rate-Instruments-and-Market-Conventions.pdf)
//! - 2. [Wikipedia](https://en.wikipedia.org/wiki/Day_count_convention)
//! - 3. [2006 ISDA Definitions](https://www.isda.org/book/2006-isda-definitions/)
//! - 4. [QuantLib](https://github.com/lballabio/QuantLib/tree/master/ql/time/daycounters)
//! - 5. [DeltaQuants](http://www.deltaquants.com/day-count-conventions)
/// The [`DayCounter`] trait represents any day count conventions. Only one method
/// is required: [`day_count_function`](DayCounter::day_count_fraction).
pub use ;
pub use Actual364;
pub use ;
pub use ;
pub use ;
pub use NL365;
pub use OneOne;
pub use ;
pub use ;