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Actual/365 (Fixed) day count convention

Actual/365 (Fixed)" day count convention, also know as Act/365 (Fixed)", "A/365 (Fixed)", or "A/365F".

warning According to ISDA, "Actual/365" (without "Fixed") is an alias for "Actual/Actual (ISDA)" (see ActualActual.) If Actual/365 is not explicitly pecified as fixed in an instrument specification, you might want to double-check its meaning.

Hierarchy

Index

Enumerations

Classes

Constructors

Properties

Accessors

Methods

Constructors

constructor

  • Returns Actual365Fixed

Properties

Protected _impl

_impl: Impl

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

dayCount

  • dayCount(d1: Date, d2: Date): number
  • Parameters

    • d1: Date
    • d2: Date

    Returns number

dispose

  • dispose(): void

empty

  • empty(): boolean
  • Returns boolean

name

  • name(): string
  • Returns string

yearFraction

  • yearFraction(d1: Date, d2: Date, refPeriodStart?: Date, refPeriodEnd?: Date): Time
  • Parameters

    • d1: Date
    • d2: Date
    • Default value refPeriodStart: Date = null
    • Default value refPeriodEnd: Date = null

    Returns Time

Static equal