| DayCountBasis Class |
Namespace: Imsl.Finance
The DayCountBasis type exposes the following members.
| Name | Description | |
|---|---|---|
| DayCountBasis |
Creates a new DayCountBasis.
|
| Name | Description | |
|---|---|---|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
| Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |
| GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) | |
| GetType | Gets the Type of the current instance. (Inherited from Object.) | |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
| Name | Description | |
|---|---|---|
| Basis30e360 |
Computations based on the assumption of 30 days per month and 360
days per year.
| |
| BasisActual360 |
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.
| |
| BasisActual365 |
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.
| |
| BasisActualActual |
Computations are based on the actual calendar.
| |
| BasisNASD |
Computations based on the assumption of 30 days per month and 360
days per year.
| |
| BasisPart30E360 |
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.
| |
| BasisPart365 |
Computations based on the assumption of 365 days per year.
| |
| BasisPartActual |
Computations are based on the actual calendar.
| |
| BasisPartNASD |
Computations based on the assumption of 30 days per month and 360
days per year.
|
| Name | Description | |
|---|---|---|
| MonthBasis |
The (days in month) portion of the Day Count Basis.
| |
| YearBasis |
The (days in year) portion of the Day Count Basis.
|
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.