Day count fractions (DCFs)#

This module also contains a dcf() method for calculating day count fractions. Review the API documentation for specific calculation details. Current DCF conventions available are listed below:

In [1]: from rateslib.scheduling.dcfs import _DCF

In [2]: print(_DCF.keys())
dict_keys(['ACT365F', 'ACT365F+', 'ACT360', '30360', '360360', 'BONDBASIS', '30U360', '30E360', 'EUROBONDBASIS', '30E360ISDA', 'ACTACT', 'ACTACTISDA', 'ACTACTICMA', 'ACTACTICMA_STUB365F', 'ACTACTISMA', 'ACTACTBOND', '1', '1+', 'BUS252'])

Day count fractions (DCFs)#

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