Ejemplos de DayCountFrac en C# (CSharp)

Ejemplo n.º 1

 public Libor(Currency currency, Duration tenor, CouponSchedule schedule, DayCountFrac basis)
 {
     Currency = currency;
     Tenor    = tenor;
     Schedule = schedule;
     Basis    = basis;
     Date     = schedule.Fixing;
 }

Ejemplo n.º 2

Archivo: DateFunctions.cs Proyecto: xyicheng/pragmatic-quant

        public static object DayCount(object start, object end,
                                      [ExcelArgument("Convention used for counting time : Act/365, Act/360...")] string convention)
        {
            var startDate = DateAndDurationConverter.ConvertDate(start);
            var endDate   = DateAndDurationConverter.ConvertDate(end);
            var dayCount  = DayCountFrac.Parse(convention);

            return(dayCount.Count(startDate, endDate));
        }