/yearfrac

Primary LanguagePythonMIT LicenseMIT

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yearfrac

Table of Contents

Installation

The yearfrac git repo is available as PyPi package

pip install yearfrac

Usage

Check the examples folder for notebooks.

Functions

  • isaleapyear -- Check if a year is leap year
  • eastersunday -- Determine day and month of an Easter Sunday for a given year
  • jd_to_date and date_to_jd -- Julian Day number conversion
  • act_afb -- Actual/Actual AFB
  • act_isda -- Actual/Actual ISDA
  • d30360e -- 30E/360 ISDA daycount method
  • d30365 -- 30/365 daycount method
  • yearfrac -- Wrapper for all daycount methods

Commands

  • Check syntax: flake8 --ignore=F401
  • Run Unit Tests: python -W ignore -m unittest discover
  • Remove .pyc files: find . -type f -name "*.pyc" | xargs rm
  • Remove __pycache__ folders: find . -type d -name "__pycache__" | xargs rm -rf
  • Upload to PyPi with twine: python setup.py sdist && twine upload -r pypi dist/*

Debugging

  • Notebooks to profile python code are in the profile folder

Support

Please open an issue for support.

Contributors

Please contribute using Github Flow. Create a branch, add commits, and open a pull request.