Get the year fraction or accrual fraction between two dates according to the provided convention.

Description

Get the year fraction or accrual fraction between two dates according to the provided convention.

Example Sheet

Conventions.xlsx

Arguments

  • date1 (Date)The first date.
  • date2 (Date)The second date.
  • convention *(DayCountConvention)The day count convention to use for getting the accrual fraction.(Default value = ACT365)