ActISDA class

The Actual/ISDA day count convention which follows the ISDA understanding of the actual/actual convention included in the 1991 ISDA Definitions.

This convention specifies the actual number of days in the Calculation Period in respect of which payment is being made is divided by 365 (or, if any portion of that Calculation Period falls in a leap year, the sum of:

  • the actual number of days in that portion of the Calculation Period falling in a leap year divided by 366, and;
  • the actual number of days in that portion of the Calculation Period falling in a non-leap year divided by 365)

This convention is also known as "Actual/Actual", "Actual/Actual (ISDA)", "Act/Act", or "Act/Act (ISDA)"

Constructors

ActISDA({bool usePostDates = true, bool includeNonFinancingFlows = false, bool useXirrMethod = false})
Provides an instance of the Actual/Actual (ISDA) day count convention.
const

Properties

hashCode → int
The hash code for this object.
no setterinherited
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.
finalinherited
runtimeType → Type
A representation of the runtime type of the object.
no setterinherited
usePostDates → bool
Defines whether the days counted between cash flows are computed using cash flow post dates (true), or cash flow value dates (false).
finalinherited
useXirrMethod → bool
Determines whether to use the XIRR method of determining time periods between cash flow dates (true).
finalinherited

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