Where may I find documentation for the Day Count Convention actual/actual (basis value 0) from the Financial Toolbox

조회 수: 1 (최근 30일)
Antonio Seabra
Antonio Seabra 2021년 1월 18일
댓글: Antonio Seabra 2021년 1월 18일
Where may I find documentation for the Day Count Convention actual/actual (basis value 0 that is the default) from the Financial ToolBox? Cannot understand how the denominator is calculated. For example:
yearfrac('1 feb 2019', '1 apr 2020', 0) = (365+60)/365
yearfrac('1 mar 2019', '1 apr 2020', 0) = (366+31)/366
Thanks in advance!

이 질문에 답변하려면 로그인하십시오.

채택된 답변

Cris LaPierre
Cris LaPierre 2021년 1월 18일
I believe it's described on the yearfrac documentation page. An explanation of the basis input is found here.

추가 답변 (0개)

카테고리

Help Center 및 File Exchange에서 Financial Toolbox에 대해 자세히 알아보기

태그

제품

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by