Table of Contents

Class Actual360

Namespace
NanoQL.Time
Assembly
NanoQL.dll

Actual/360 day count convention, also known as "Act/360", or "A/360".

public sealed class Actual360 : DayCounter, IEquatable<DayCounter>
Inheritance
Actual360
Implements
Inherited Members

Constructors

Actual360(bool)

Initializes a new instance of the Actual360 class.

public Actual360(bool includeLastDay = false)

Parameters

includeLastDay bool

Whether the last day of the period is counted, adding one day.

Properties

Name

Gets the day counter's name, used for output and comparison; not meant for switch-on-type code.

public override string Name { get; }

Property Value

string

Methods

DayCount(Date, Date)

The number of days between two dates.

public override int DayCount(Date d1, Date d2)

Parameters

d1 Date

The start date.

d2 Date

The end date.

Returns

int

The day count; d2 - d1 unless the convention says otherwise.

YearFraction(Date, Date, Date?, Date?)

The period between two dates as a fraction of a year.

public override double YearFraction(Date d1, Date d2, Date? refPeriodStart = null, Date? refPeriodEnd = null)

Parameters

d1 Date

The start date.

d2 Date

The end date.

refPeriodStart Date?

The reference period's start, for conventions that use one.

refPeriodEnd Date?

The reference period's end, for conventions that use one.

Returns

double

The year fraction.

Exceptions

ArgumentException

A date is default(Date).