def Actus.Util.DayCount.actualDays (s t : Protocol.LocalTime) : Float

Actual day count between s and t (as a Float).

Equations

• Actus.Util.DayCount.actualDays s t = Float.ofInt (Actus.Util.Date.toEpochDay t - Actus.Util.Date.toEpochDay s)

def Actus.Util.DayCount.daysInYear (y : Nat) : Float

Days in calendar year y (366 if leap).

Equations

• Actus.Util.DayCount.daysInYear y = if Actus.Util.Date.isLeapYear y = true then 366.0 else 365.0

def Actus.Util.DayCount.yearFraction (dcc : Protocol.DayCountConvention) (s t : Protocol.LocalTime) : Float

Year fraction between s and t (assumes s ≤ t) under dcc (§3.6).

Equations

• One or more equations did not get rendered due to their size.
• Actus.Util.DayCount.yearFraction Actus.Protocol.DayCountConvention.DCC_A_360 s t = Actus.Util.DayCount.actualDays s t / 360.0
• Actus.Util.DayCount.yearFraction Actus.Protocol.DayCountConvention.DCC_A_365 s t = Actus.Util.DayCount.actualDays s t / 365.0
• Actus.Util.DayCount.yearFraction Actus.Protocol.DayCountConvention.DCC_A_AISDA s t = Actus.Util.DayCount.actAct✝ s t
• Actus.Util.DayCount.yearFraction Actus.Protocol.DayCountConvention.DCC_E30_360 s t = Actus.Util.DayCount.days30✝ s t / 360.0

def Actus.Util.DayCount.yearFraction.go (t : Protocol.LocalTime) (fuel : Nat) (cur : Int) (acc : Float) : Float

Equations

• One or more equations did not get rendered due to their size.
• Actus.Util.DayCount.yearFraction.go t 0 cur acc = acc