- n is the number of days between period start and the given day,
- m is the number of days between period start and period end,
- f is the number of periods within a year
The class can be constructed using isCountLastDayNotFirst = true, which will change its behavior compared to above. In this case the start date is excluded in the counting and the end date is included in the counting. This means that from 31.12.2014 to 01.01.2015 the day count fraction is 1/365 since 2015 is not a leap year.Note: The daycount method
DayCountConvention_ACT_ACT_ISDA is a special case of this method
for frequency being one, having annual periods from January 1st to December 31st.
- Christian Fries
- See Also:
DayCountConvention_ACT_ACT_ICMACreate an ACT/ACT ICMA day count convention.
periods- A sorted list of periods defining the periods. From the periods, only the period end dates are used as interval boundaries, except for the start date of the first interval, where the period start date is used.
frequency- The frequency, i.e., the number of periods which make up a year.
getDaycountFractionDescription copied from interface:
DayCountConventionReturn the daycount fraction (year fraction) corresponding to the period from startDate to endDate given the specific daycount convention.