Table of Contents

Class Actual365Fixed

Namespace
NanoQL.Time
Assembly
NanoQL.dll

"Actual/365 (Fixed)" day count convention, also known as "Act/365 (Fixed)", "A/365 (Fixed)", or "A/365F".

public sealed class Actual365Fixed : DayCounter, IEquatable<DayCounter>
Inheritance
Actual365Fixed
Implements
Inherited Members

Remarks

According to ISDA, "Actual/365" (without "Fixed") is an alias for "Actual/Actual (ISDA)" (see ActualActual). If Actual/365 is not explicitly specified as fixed in an instrument specification, you might want to double-check its meaning.

Constructors

Actual365Fixed(Actual365FixedConvention)

Initializes a new instance of the Actual365Fixed class.

public Actual365Fixed(Actual365FixedConvention c = Actual365FixedConvention.Standard)

Parameters

c Actual365FixedConvention

The convention.

Exceptions

ArgumentOutOfRangeException

The convention isn't a member of the enum.

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).

ArgumentException

Under the Canadian convention, for distinct dates: a reference date is missing, or the reference period is shorter than a month or longer than a year.