DayCountGetAccrualActICMA Method

Implements the ACT/ACT.ICMA day count convention.

Definition

Namespace: Austra.Library.Dates
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
C#
public static double GetAccrualActICMA(
	Date from,
	Date to,
	int period,
	bool isStub,
	bool isFront,
	bool isShort
)

Parameters

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.

Return Value

Double
The year fraction.

See Also