DayCountGetAccrual30E360ISDA Method

Implements the 30E/360.ISDA day count convention.

Definition

Namespace: Austra.Library.Dates
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
C#
public 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

Double
The year fraction.

See Also