DayCountGetAccrual30E360ISDA Method |
Implements the 30E/360.ISDA day count convention.
Namespace: Austra.Library.DatesAssembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+e1037fa8802b3ff162e26559d763b73334940b70
Syntaxpublic static double GetAccrual30E360ISDA(
Date from,
Date to,
bool isLast
)
Parameters
- from Date
- First date of the period.
- to Date
- Second date of the period.
- isLast Boolean
- Is this the last period of the schedule?
Return Value
DoubleThe year fraction.
See Also