yearfrac

yearfrac

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

Appendix

Install a virtual environment

python3.7 -m venv .venv
source .venv/bin/activate
pip3 install --upgrade pip
pip3 install -r requirements.txt
pip3 install -r requirements-dev.txt
pip3 install -r requirements-demo.txt

(If your git repo is stored in a folder with whitespaces, then don't use the subfolder .venv. Use an absolute path without whitespaces.)

Python Commands

• Check syntax: flake8 --ignore=F401 --exclude=$(grep -v '^#' .gitignore | xargs | sed -e 's/ /,/g')
• 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

Publish

# pandoc README.md --from markdown --to rst -s -o README.rst  # RST file is too much trouble
python setup.py sdist 
twine upload -r pypi dist/*

Support

Please open an issue for support.

Contributors

• Adam Groszer @agroszer
• Emilio Basualdo @emiliobasualdo
• Ivan Nesic @fatkaratekid
• Vinay Gupta @vinschess
• Ulf Hamster @ulf1

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