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Description:
days360 1.0.2
days360
Calculates the days between two dates based on the 360-day year.
Implementation of Excel's (or Number's) DAYS360 / TAGE360 formula in python.
Both EU and US methods of calculation are supported, with optional Excel bug compatibility.
Installation
pip install days360
Usage
from datetime import date
from days360 import days360
date_a = date(2022, 10, 2)
date_b = date(2023, 11, 30)
# supported methods: "US" (default), "US_NASD", "EU"
days = days360(date_a, date_b, method="US")
print(days) # prints 418
Planned
ISDA, PSA and SIA methods
https://www.isda.org/2008/12/22/30-360-day-count-conventions/)
https://web.archive.org/web/20160425044113/http://www.nyift.com/lesson/day-count-convention-bonds/
https://github.com/miradulo/isda_daycounters
Notes and credits
Implementations are based on https://en.wikipedia.org/wiki/360-day_calendar.
This library started as a port of this ruby gem: https://github.com/tamaloa/days360/tree/master
License
For personal and professional use. You cannot resell or redistribute these repositories in their original state.
Customer Reviews
There are no reviews.
