Day |
public static class DayCount
The DayCount type exposes the following members.
| Name | Description | |
|---|---|---|
| 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. |
| Name | Description | |
|---|---|---|
| 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. |