yearfrac 0.4.6

Daycount methods to compute date differences in year units

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

python3.6 -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

• Ivan Nesic [@fatkaratekid](https://github.com/fatkaratekid)

• Vinay Gupta [@vinschess](https://github.com/vinschess)

• Ulf Hamster [@ulf1](https://github.com/ulf1)

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