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DayCounters

Documentation
Stable Dev
Build Status
Build Status

DayCounters provides several day count conventions and year fraction methods which allows moving from dates intervals to real numbers.

Installation

The package can be installed using the Julia package manager. From the Julia REPL, type ] to enter the Pkg REPL mode and run:

pkg> add https://github.com/SciQuant/DayCounters.jl.git

Or, equivalently, via the Pkg API:

julia> import Pkg; Pkg.add(PackageSpec(url = "https://github.com/SciQuant/DayCounters.jl.git"))

Documentation

  • STABLEDocumentation for the most recently tagged version of DayCounters.
  • DEVELDocumentation for the in-development version of DayCounters.

Maintainers and Contributors

DayCounters is being developed by SciQuant, an organization dedicated to creating high-quality scientific software for the financial industry.