rl_dcf#

rateslib_pyxll.scheduling.rl_dcf(start, end, convention, termination, frequency_months, stub, roll, calendar)#

Implement the rateslib dcf method.

Parameters:
  • start (datetime or PyDateTime)

  • end (datetime or PyDateTime)

  • convention (str)

  • termination (datetime or PyDateTime, optional)

  • frequency_months (int, optional)

  • stub (bool, optional)

  • roll (str or int, optional,)

  • calendar (str or object, optional)

Return type:

Float