Enum DayCount 

pub enum DayCount {
    Act360,
    Act365,
    Bd252,
    ActActISDA,
    D30360Euro,
    D30365,
}

Day count conventions used when computing time fractions between two dates.

Pass one of these values to algebra::day_count_fraction.

Examples

use findates::conventions::DayCount;

let dc = DayCount::Act365;
assert_eq!(dc.to_string(), "Act365");

let parsed: DayCount = "Act360".parse().unwrap();
assert_eq!(parsed, DayCount::Act360);

Variants

Act360

Actual days divided by 360.

QuantLib equivalent: Actual360

Act365

Actual days divided by 365.

QuantLib equivalent: Actual365Fixed (Standard variant)

Bd252

Business days divided by 252 (Brazilian convention). Requires a Calendar.

QuantLib equivalent: Business252

ActActISDA

Actual/Actual ISDA: accounts for leap years by splitting the period at year boundaries.

QuantLib equivalent: ActualActual(ActualActual::ISDA)

D30360Euro

30/360 European: if either date falls on the 31st of a month it is treated as the 30th. Year of 360 days.

QuantLib equivalent: Thirty360(Thirty360::European) / Thirty360(Thirty360::EurobondBasis)

D30365

30/365: months of 30 days, year of 365 days.

QuantLib equivalent: no direct equivalent — closest is Thirty360 with custom year basis

Trait Implementations

impl Clone for DayCount

fn clone(&self) -> DayCount

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for DayCount

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Display for DayCount

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl FromStr for DayCount

fn from_str(s: &str) -> Result<Self, Self::Err>

Parse a DayCount from its canonical string representation (case-sensitive).

Examples

use findates::conventions::DayCount;

assert_eq!("ActActISDA".parse::<DayCount>().unwrap(), DayCount::ActActISDA);
assert!("actactisda".parse::<DayCount>().is_err()); // case-sensitive

type Err = ParseDayCountError

The associated error which can be returned from parsing.

impl Hash for DayCount

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl PartialEq for DayCount

fn eq(&self, other: &DayCount) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Copy for DayCount

impl Eq for DayCount

impl StructuralPartialEq for DayCount