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thirty_e_360_isda

helixrs::statics::daycounts

Function thirty_e_360_isda 

fn thirty_e_360_isda(
    start: NaiveDate,
    end: NaiveDate,
    termination: Option<NaiveDate>,
) -> f64
Expand description

30E/360.ISDA, also quoted as the German convention. The start and end days collapse to 30 on a month-end, with the ISDA exception that an end date which is the last day of February is not collapsed when it is the schedule’s maturity (termination). With termination == None the exception cannot fire, so every non-February-maturity date behaves as the standard rule.