Class: InterestDays::Calculation::Isda30e360

Inherits:

ThirtyThreesixtyBase

• Object
• Base
• ThirtyThreesixtyBase
• InterestDays::Calculation::Isda30e360

Defined in:

lib/interest_days/calculation/isda_30_e_360.rb

Overview

ISDA 30 E 360 Convention calculation

Constant Summary

Constants inherited from ThirtyThreesixtyBase

ThirtyThreesixtyBase::RELEVANT_DAYS_IN_YEAR, ThirtyThreesixtyBase::RELEVANT_DAY_IN_MONTH

Instance Attribute Summary

Attributes inherited from Base

#end_date, #start_date

Method Summary

Methods inherited from ThirtyThreesixtyBase

#day_count_factor

Methods inherited from Base

#day_count_factor, #initialize

Constructor Details

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