Daycount-class: Daycount class
In fixedincome: Fixed Income Models, Calculations, Data Structures and Instruments
Daycount-class R Documentation
Daycount class
Description
Daycount class helps adjusting the terms to compound interest rates.
With annual rates it is necessary to convert periods of days or months
to years units.
The day count convention helps with that by defining the number of days of
one year.
Together with a calendar it defines the way the wordays are counted between
two dates.
Details
Common day count rules are: actual/365, actual/360,
business/252, 30/360, ...
fixedincome documentation built on July 9, 2023, 7:28 p.m.
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| Daycount-class | R Documentation |
Daycount class
Description
Daycount class helps adjusting the terms to compound interest rates.
With annual rates it is necessary to convert periods of days or months
to years units.
The day count convention helps with that by defining the number of days of
one year.
Together with a calendar it defines the way the wordays are counted between
two dates.
Details
Common day count rules are: actual/365, actual/360,
business/252, 30/360, ...
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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