Day Count Conventions
This library supplies common day count conventions for financial applications.
Currently supported day count conventions are:
- Actual/360
- Actual/360 (inc)
- Actual/364
- Actual/365 (A)
- Actual/365 (Fixed)
- Actual/366
- Actual/366 (inc)
- Actual/365.25
- Actual/365.25 (inc)
- NL/365
- 1/1
- 30/360
- 30E/360
- 30E/360 (ISDA)
- 30E+/360 (ISDA)
If there are any conventions that you would like implemented, don't hestitate to submit a PR or raise in issue on GitHub!
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.