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act_act_icma_two_date

Function act_act_icma_two_date 

fn act_act_icma_two_date(start: NaiveDate, end: NaiveDate) -> f64
Expand description

ACT/ACT.ICMA between two dates with no reference period: the dates are their own reference period. The period is round(12·days/365) months, so a regular coupon period is exactly its share of a year; a span shorter than half a month takes a one-year reference instead.

The general rule also chains whole periods where the second date overruns the reference; with the dates as their own reference it never does.