Class: InterestDays::Calculation::IsdaAct360

Inherits:

Base

• Object
• Base
• InterestDays::Calculation::IsdaAct360

Defined in:

lib/interest_days/calculation/isda_act_360.rb

Overview

ISDA Act 360 Convention calculation

Constant Summary

RELEVANT_DAYS_IN_YEAR =

360

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/isda_act_360.rb', line 9

def day_count_factor
  days.fdiv(RELEVANT_DAYS_IN_YEAR)
end