Class: InterestDays::Calculation::IcmaActAct

Inherits:

Base

• Object
• Base
• InterestDays::Calculation::IcmaActAct

Defined in:

lib/interest_days/calculation/icma_act_act.rb

Overview

ISDA Act Act Convention calculation

Constant Summary

DAYS_IN_YEAR =

365

DAYS_IN_LEAP_YEAR =

366

Instance Attribute Summary

Attributes inherited from Base

#end_date, #start_date

Instance Method Summary

• #day_count_factor ⇒ Object

Methods inherited from Base

#initialize

Constructor Details

This class inherits a constructor from InterestDays::Calculation::Base

Instance Method Details

#day_count_factor ⇒ Object

# File 'lib/interest_days/calculation/icma_act_act.rb', line 10

def day_count_factor
  return multiple_years_day_count_factor if years_in_between_factor.positive?

  days.fdiv(year_days_in_period)
end