:py:mod:`finpricing.utils.day_count`
====================================

.. py:module:: finpricing.utils.day_count


Module Contents
---------------

Classes
~~~~~~~

.. autoapisummary::

   finpricing.utils.day_count.DayCountTypes
   finpricing.utils.day_count.DayCount




.. py:class:: DayCountTypes


   Bases: :py:obj:`enum.Enum`

   Generic enumeration.

   Derive from this class to define new enumerations.

   .. py:attribute:: ACT_360
      :value: 0

      

   .. py:attribute:: ACT_365
      :value: 1

      

   .. py:attribute:: THIRTY_360
      :value: 2

      

   .. py:attribute:: ACT_ACT_ISDA
      :value: 3

      

   .. py:attribute:: Thirty_E_360
      :value: 4

      

   .. py:attribute:: Thirty_E_360_ISDA
      :value: 5

      


.. py:class:: DayCount(dccType: DayCountTypes)


   .. py:attribute:: year_frac

      

   .. py:method:: days_between(start_date: finpricing.utils.date.Date, end_date: finpricing.utils.date.Date, include_end=False) -> tuple

      Return the number of days and year fraction using a specific day count convention

      :returns: (days, fraction of year)
      :rtype: tuple


   .. py:method:: year_fraction(start_date: Union[finpricing.utils.date.Date, datetime.date], end_date: Union[finpricing.utils.date.Date, datetime.date], next_coupon_date: finpricing.utils.date.Date = None) -> float

      Return the fraction of year between two dates using a specific day count convention

      The actual calculation is done in days_between() method.

      :param start_date: start date of the accrual period
      :type start_date: Date
      :param end_date: end date of the accrual period. For a bond trade, it is the settlement date of the trade.
      :type end_date: Date
      :param next_coupon_date: next coupon date of the bond / maturity date of the bond if no more coupon payment
      :type next_coupon_date: Date


   .. py:method:: convert_dates_to_times(anchor_date: finpricing.utils.date.Date, dates: list[finpricing.utils.date.Date]) -> list[float]

      Return a list of time fraction (year fraction) between anchor date and each date in the list

      :param anchor_date: anchor date
      :type anchor_date: Date
      :param dates: list of dates
      :type dates: list[Date]

      :returns: list of time fraction (year fraction)
      :rtype: list[float]


   .. py:method:: __repr__() -> str

      Return the string representation of the object