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DayCount Class

Implements algorithms for calculating year fractions.
Inheritance Hierarchy
SystemObject
  Austra.Library.DatesDayCount

Namespace: Austra.Library.Dates
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
Syntax
C#
public static class DayCount

The DayCount type exposes the following members.

Methods
 NameDescription
Public methodStatic memberGetAccrual30_360Implements the 30/360 day count convention.
Public methodStatic memberGetAccrual30E360Implements the 30E/360 day count convention.
Public methodStatic memberGetAccrual30E360ISDAImplements the 30E/360.ISDA day count convention.
Public methodStatic memberGetAccrual360Implements the ACT/360 day count convention.
Public methodStatic memberGetAccrual365Implements the ACT/365 day count convention.
Public methodStatic memberGetAccrualActICMAImplements the ACT/ACT.ICMA day count convention.
Public methodStatic memberGetAccrualActualImplements the ACT/ACT day count convention.
Public methodStatic memberTranslate Translates a day coount convention string into an integer constant, taking some common synonyms into account.
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Fields
 NameDescription
Public fieldStatic memberAct360Represents the ACT/360 day count convention.
Public fieldStatic memberAct365Represents the ACT/365 day count convention.
Public fieldStatic memberActActRepresents the ACT/ACT day count convention.
Public fieldStatic memberActActICMARepresents the ACT/ACT.ICMA day count convention.
Public fieldStatic memberD30Ex360Represents the 30E/360 day count convention.
Public fieldStatic memberD30Ex360ISDARepresents the 30E/360.ISDA day count convention.
Public fieldStatic memberD30x360Represents the 30/360 day count convention.
Public fieldStatic memberUNKNOWNRepresents an unknown day count convention.
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See Also