Function thirty_360_us
fn thirty_360_us(start: NaiveDate, end: NaiveDate, end_of_month: bool) -> f64Expand description
30U/360 — SIFMA’s Standard Securities Calculation Methods 30/360 US,
in its order: with an end-of-month security, both dates the last day of
February → D2 = 30; the start the last day of February → D1 = 30; then
D2 = 31 with D1 ∈ {30, 31} → D2 = 30; D1 = 31 → D1 = 30. Without the
end-of-month statement it is the bond basis.