tfeldmann/days360

Excel's DAYS360() formula for python.

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