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A few changes to 30/360 day count convention #1100

Merged

lballabio merged 3 commits into master from thirty360

May 28, 2021

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lballabio commented May 27, 2021

Added ISMA convention (similar to NASD but doesn't adjust to next month);
BondBasis is now, correctly, an alias to ISMA;
German is now also called ISDA;
reordered code to model logic more closely;
deprecated default constructor; a convention should always be passed explicitly.

lballabio added 2 commits

May 27, 2021 17:35


          Add 30/360 ISMA, refactor

8b85e86


          Deprecated 30/360 constructor without an explicit convention

fd83cde

lballabio added this to the 1.23 release milestone


          Make constructor explicit

67b6633

coveralls commented May 27, 2021 •

edited

Coverage increased (+0.006%) to 71.065% when pulling 67b6633 on thirty360 into 717025c on master.

lballabio merged commit 542c208 into master

lballabio deleted the thirty360 branch

May 28, 2021 07:23

lballabio mentioned this pull request

30/360 Day-Counter Definitions #972

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