DayCountGetAccrualActICMA Method
Implements the ACT/ACT.ICMA day count convention.
Namespace: Austra.Library.DatesAssembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
public static double GetAccrualActICMA(
Date from,
Date to,
int period,
bool isStub,
bool isFront,
bool isShort
)
- from Date
- First date of the period.
- to Date
- Second date of the period.
- period Int32
- Calculation period, in months.
- isStub Boolean
- Is this interval a stub.
- isFront Boolean
- Is this an initial stub.
- isShort Boolean
- Is this a short stub.
DoubleThe year fraction.