day_count_conventions
| Crates.io | day_count_conventions |
| lib.rs | day_count_conventions |
| version | 0.1.8 |
| source | src |
| created_at | 2024-07-31 01:06:35.63241 |
| updated_at | 2024-08-13 17:13:42.153681 |
| description | Day Count Conventions for Financial Application. |
| homepage | https://crates.io/crates/day_count_conventions |
| repository | https://github.com/MeetThePatel/day_count_conventions.rs |
| max_upload_size | |
| id | 1320495 |
| size | 35,266 |
documentation
https://docs.rs/day_count_conventions/latest/day_count_conventions/
README
Day Count Conventions
This library supplies common day count conventions for financial applications.
Currently supported day count conventions are:
- Actual/360
- Actual/360 (inc)
- Actual/364
- Actual/365 (A)
- Actual/365 (Fixed)
- Actual/366
- Actual/366 (inc)
- Actual/365.25
- Actual/365.25 (inc)
- NL/365
- 1/1
- 30/360
- 30E/360
- 30E/360 (ISDA)
- 30E+/360 (ISDA)
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.