Day-count fraction
day_count_fractionDetermine the exact day-count fraction between two ISO dates under six ISDA/ICMA market conventions, such as 30/360 and ACT/ACT ISDA.
Instructions
Exact day-count fraction between two dates under a market convention. Dates are ISO YYYY-MM-DD. Deterministic; do not estimate this with a model.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| start | Yes | ISO calendar date, YYYY-MM-DD (e.g. 2024-03-15). Zero-padded, no time or timezone. | |
| end | Yes | ||
| convention | Yes | Day-count convention, e.g. ACT/ACT ISDA or 30/360. | |
| endIsTermination | No | 30E/360 ISDA only: true if the end date is the instrument's maturity date. |