EU30360 class

The 30/360 (EU) day count convention which specifies that the number of days in the Calculation or Compounding Period in respect of which payment is being made is divided by 360, calculated on a formula basis as follows:

Day Count Fraction =

[360 ∗ (𝑌𝑌2 − 𝑌𝑌1) + 30 ∗ (𝑀𝑀2 − 𝑀𝑀1) + (𝐷𝐷2 − 𝐷𝐷1)] / 360

where:

• "Y1" is the year, expressed as a number, in which the first day of the Calculation or Compounding Period falls;
• "Y2" is the year, expressed as a number, in which the day immediately following the last day included in the Calculation Period or Compounding Period falls;
• "M1" is the calendar month, expressed as a number, in which the first day of the Calculation Period or Compounding Period falls;
• "M2" is the calendar month, expressed as a number, in which the day immediately following the last day included in the Calculation Period or Compounding Period falls;
• "D1" is the first calendar day, expressed as number, of the Calculation Period or Compounding Period, unless such number would be 31, in which case D1 will be 30; and
• "D2" is the calendar day, expressed as a number, immediately following the last day included in the Calculation Period or Compounding Period, unless such number would be 31, in which case D2 will be 30.

This convention is also known as "30E/360" or "Eurobond basis".

Constructors

EU30360({bool usePostDates = true, bool includeNonFinancingFlows = false, bool useXirrMethod = false})

Provides an instance of the 30/360 (EU) day count convention object.

const

Properties

hashCode → int

The hash code for this object.

no setter, inherited

includeNonFinancingFlows → bool

Determines whether non-financing cash flows, such as charges or fees, within a cash flow profile are to be included in the computation of periodic factors.

final, inherited

runtimeType → Type

A representation of the runtime type of the object.

no setter, inherited

usePostDates → bool

Defines whether the days counted between cash flows are computed using cash flow post dates (true), or cash flow value dates (false).

final, inherited

useXirrMethod → bool

Determines whether to use the XIRR method of determining time periods between cash flow dates (true).

final, inherited

Methods

computeFactor(DateTime d1, DateTime d2) → DayCountFactor

Computes the periodic factor for a given day count convention.

dayCountOrigin() → DayCountOrigin

inherited

noSuchMethod(Invocation invocation) → dynamic

Invoked when a nonexistent method or property is accessed.

inherited

toString() → String

A string representation of this object.

inherited

Operators

operator ==(Object other) → bool

The equality operator.

inherited