dib: Days in base for Daycount

In fixedincome: Fixed Income Models, Calculations, Data Structures and Instruments

Days in base for Daycount

Description

dib returns the days in base, that is the number of days used to define one year.

Usage

dib(x)

Arguments

x	a Daycount object.

Details

The method dib returns the days in base for a daycount convention. Since we work with annual rates the days in base define the amount of days in a year used in the convention.

Value

A numeric with daycount's days in base, the number of days in a year used in the convention.

Examples

dc <- daycount("actual/360")
dib(dc)

fixedincome documentation built on July 9, 2023, 7:28 p.m.