Skip to main content

Daycount methods to compute date differences in year units

Project description

PyPI version yearfrac Total alerts Language grade: Python deepcode

yearfrac

Installation

The yearfrac git repo is available as PyPi package

pip install yearfrac

Usage

Check the examples folder for notebooks.

Functions

  • isaleapyear – Check if a year is leap year
  • eastersunday – Determine day and month of an Easter Sunday for a given year
  • jd_to_date and date_to_jd – Julian Day number conversion
  • act_afb – Actual/Actual AFB
  • act_isda – Actual/Actual ISDA
  • d30360e – 30E/360 ISDA daycount method
  • d30365 – 30/365 daycount method
  • yearfrac – Wrapper for all daycount methods

Appendix

Install a virtual environment

python3.7 -m venv .venv
source .venv/bin/activate
pip3 install --upgrade pip
pip3 install -r requirements.txt
pip3 install -r requirements-dev.txt
pip3 install -r requirements-demo.txt

(If your git repo is stored in a folder with whitespaces, then don’t use the subfolder .venv. Use an absolute path without whitespaces.)

Python Commands

  • Check syntax: flake8 --ignore=F401 --exclude=$(grep -v '^#' .gitignore | xargs | sed -e 's/ /,/g')
  • Run Unit Tests: python -W ignore -m unittest discover
  • Remove .pyc files: find . -type f -name "*.pyc" | xargs rm
  • Remove __pycache__ folders: find . -type d -name "__pycache__" | xargs rm -rf

Publish

pandoc README.md --from markdown --to rst -s -o README.rst
python setup.py sdist
twine upload -r pypi dist/*

Support

Please open an issue for support.

Contributors

Please contribute using Github Flow. Create a branch, add commits, and open a pull request.

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

yearfrac-0.4.7.tar.gz (8.9 kB view hashes)

Uploaded source

Supported by

AWS AWS Cloud computing Datadog Datadog Monitoring Facebook / Instagram Facebook / Instagram PSF Sponsor Fastly Fastly CDN Google Google Object Storage and Download Analytics Huawei Huawei PSF Sponsor Microsoft Microsoft PSF Sponsor NVIDIA NVIDIA PSF Sponsor Pingdom Pingdom Monitoring Salesforce Salesforce PSF Sponsor Sentry Sentry Error logging StatusPage StatusPage Status page