Class Actual360
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
includeLastDayboolWhether 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
Methods
DayCount(Date, Date)
The number of days between two dates.
public override int DayCount(Date d1, Date d2)
Parameters
Returns
- int
The day count;
d2 - d1unless 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
d1DateThe start date.
d2DateThe end date.
refPeriodStartDate?The reference period's start, for conventions that use one.
refPeriodEndDate?The reference period's end, for conventions that use one.
Returns
- double
The year fraction.
Exceptions
- ArgumentException
A date is
default(Date).