Tagged accrual

2 capabilities

Interest accrued day by day on a changing balance under a day-count convention, summed exactly and rounded once.

daily_interest in Rust

1.0.1
py rs ts
21 tests

Year fraction between two dates by ACT/365F, ACT/360, 30/360, 30E/360 or ACT/ACT ISDA, as an exact fraction.

day_count_fraction in Rust

1.0.0
py rs ts
21 tests