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DayCountBasis Class
The Day Count Basis.
Inheritance Hierarchy
SystemObject
  Imsl.FinanceDayCountBasis

Namespace: Imsl.Finance
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
[SerializableAttribute]
public class DayCountBasis

The DayCountBasis type exposes the following members.

Constructors
  NameDescription
Public methodDayCountBasis
Creates a new DayCountBasis.
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Methods
  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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Fields
  NameDescription
Public fieldStatic memberBasis30e360
Computations based on the assumption of 30 days per month and 360 days per year.
Public fieldStatic memberBasisActual360
Computations are based on the number of days in a month based on the actual calendar value and the number of days, but assuming 360 days per year.
Public fieldStatic memberBasisActual365
Computations are based on the number of days in a month based on the actual calendar value and the number of days, but assuming 365 days per year.
Public fieldStatic memberBasisActualActual
Computations are based on the actual calendar.
Public fieldStatic memberBasisNASD
Computations based on the assumption of 30 days per month and 360 days per year.
Public fieldStatic memberBasisPart30E360
Computations based on the assumption of 30 days per month and 360 days per year. This computes the number of days between two dates differently than BasisPartNASD for months with other than 30 days.
Public fieldStatic memberBasisPart365
Computations based on the assumption of 365 days per year.
Public fieldStatic memberBasisPartActual
Computations are based on the actual calendar.
Public fieldStatic memberBasisPartNASD
Computations based on the assumption of 30 days per month and 360 days per year.
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Properties
  NameDescription
Public propertyMonthBasis
The (days in month) portion of the Day Count Basis.
Public propertyYearBasis
The (days in year) portion of the Day Count Basis.
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Remarks

Rules for computing the number of days between two dates or number of days in a year. For many securities, computations are based on rules other than on the actual calendar.

See Also