Class: InterestDays::Calculation::IsdaActAct

Inherits:

Base

• Object
• Base
• InterestDays::Calculation::IsdaActAct

Defined in:

lib/interest_days/calculation/isda_act_act.rb

Overview

ISDA Act Act Convention calculation

Constant Summary

RELEVANT_DAYS_IN_YEAR =

365

RELEVANT_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/isda_act_act.rb', line 10

def day_count_factor
  return days.fdiv(stard_date_days_in_year) if start_date_and_end_date_in_same_year?

  end_date_days.fdiv(end_date_days_in_year) +
    start_date_days.fdiv(stard_date_days_in_year) +
    full_years_between_start_and_end_date
end