Daycount methods to compute date differences in year units


Keywords
date-calculation, day-count, day-count-method, icma, isda, pypi, year-difference
License
MIT
Install
pip install yearfrac==0.4.7

Documentation

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.