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+44e7797405725ef3cf24b3ff0eba94ce6c649601

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

Reference

Austra.Library.Dates Namespace