DayCount Class

Implements algorithms for calculating year fractions.

Definition

Namespace: Austra.Library.Dates
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601

C#

public static class DayCount

GetAccrual30_360	Implements the 30/360 day count convention.
GetAccrual30E360	Implements the 30E/360 day count convention.
GetAccrual30E360ISDA	Implements the 30E/360.ISDA day count convention.
GetAccrual360	Implements the ACT/360 day count convention.
GetAccrual365	Implements the ACT/365 day count convention.
GetAccrualActICMA	Implements the ACT/ACT.ICMA day count convention.
GetAccrualActual	Implements the ACT/ACT day count convention.
Translate	Translates a day coount convention string into an integer constant, taking some common synonyms into account.

Act360	Represents the ACT/360 day count convention.
Act365	Represents the ACT/365 day count convention.
ActAct	Represents the ACT/ACT day count convention.
ActActICMA	Represents the ACT/ACT.ICMA day count convention.
D30Ex360	Represents the 30E/360 day count convention.
D30Ex360ISDA	Represents the 30E/360.ISDA day count convention.
D30x360	Represents the 30/360 day count convention.
UNKNOWN	Represents an unknown day count convention.