Function act_act_icma_two_date
fn act_act_icma_two_date(start: NaiveDate, end: NaiveDate) -> f64Expand 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.