Daycount methods to compute date differences in year units
Project description
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
- 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.
Project details
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