days360

Calculates the days between two dates based on the 360-day year.

Implementation of Excel's (or Number's) DAYS360 / TAGE360 formula in python.
Both EU and US methods of calculation are supported, with optional Excel bug compatibility.

Installation

pip install days360

Usage

from datetime import date
from days360 import days360

date_a = date(2022, 10, 2)
date_b = date(2023, 11, 30)

# supported methods: "US" (default), "US_NASD", "EU"
days = days360(date_a, date_b, method="US")
print(days)  # prints 418

Planned

ISDA, PSA and SIA methods

Notes and credits

Implementations are based on https://en.wikipedia.org/wiki/360-day_calendar.
This library started as a port of this ruby gem: https://github.com/tamaloa/days360/tree/master

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