Function year_fraction_under
pub fn year_fraction_under(
day_count: DayCountFraction,
reference: NaiveDate,
date: NaiveDate,
) -> Result<f64, CurveError>Expand description
Year fraction from reference to date under day_count.
The measured form every rate reading goes through. The discount families
default to ACT/365 and parametrise their pillars on year_fraction; the
credit and inflation families carry their own convention, because a hazard
rate is quoted under one and ISDA names ACT/365F specifically.
Bit-identical to year_fraction when day_count is
DayCountFraction::Act365Fixed — both are days / 365 over the same
day difference — which is what lets the default path stay untouched.
§Errors
CurveError::BeforeReference if date precedes reference.