#date-time #date #time

day_count_conventions

Day Count Conventions for Financial Application

7 releases

0.1.8 Aug 13, 2024
0.1.7 Aug 13, 2024
0.1.1 Jul 31, 2024

#195 in Date and time

Custom license

33KB
617 lines

Day Count Conventions

This library supplies common day count conventions for financial applications.

Currently supported day count conventions are:

If there are any conventions that you would like implemented, don't hestitate to submit a PR or raise in issue on GitHub!

References:

Note: The following sources may have slightly different definitions. As a precaution, please see the documentations for the particular definitions used in this package.

Dependencies

~1–3MB
~52K SLoC