DayCountConvention

DayCountConvention

DateDifferenceで使用する日数計算の規約を指定するオプションである．

詳細

  • DayCountConventionは，デフォルトで，"ActualActual"に設定されている．
  • DayCountConventionが取り得る値には，"Thirty360US"，"Thirty360"，"ThirtyE360"，"ThirtyE360ISDA"，"ThirtyEPlus360"，"Actual365"，"Actual360"，"Actual365L"，"ActualActualISDA"，"ActualActualICMA"がある．

例題

例  (2)

代表的な公社債の日数計算に従って日数の差を計算する：

これは，2つの日付間の日数の差とは異なる：

日数計算の規約は月の最終日に適用される数が異なる：

Wolfram Research (2012), DayCountConvention, Wolfram言語関数， https://reference.wolfram.com/language/ref/DayCountConvention.html.

テキスト

Wolfram Research (2012), DayCountConvention, Wolfram言語関数， https://reference.wolfram.com/language/ref/DayCountConvention.html.

CMS

Wolfram Language. 2012. "DayCountConvention." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/DayCountConvention.html.

APA

Wolfram Language. (2012). DayCountConvention. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/DayCountConvention.html

BibTeX

@misc{reference.wolfram_2024_daycountconvention, author="Wolfram Research", title="{DayCountConvention}", year="2012", howpublished="\url{https://reference.wolfram.com/language/ref/DayCountConvention.html}", note=[Accessed: 18-November-2024 ]}

BibLaTeX

@online{reference.wolfram_2024_daycountconvention, organization={Wolfram Research}, title={DayCountConvention}, year={2012}, url={https://reference.wolfram.com/language/ref/DayCountConvention.html}, note=[Accessed: 18-November-2024 ]}