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Daycount methods to compute date differences in year units

Project description

PyPI version yearfrac Total alerts Language grade: Python deepcode



The yearfrac git repo is available as PyPi package

pip install yearfrac


Check the examples folder for notebooks.


  • 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


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


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


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