======================================== It was tested to match Excel's YEARFRAC function and with time go beyond. We support all 5 Excel's methodologies: nasd360 act/act act360 act365 eur360
Put this in your Cargo.toml:
toml
[dependencies]
yearfrac = "0.1"
```rust use yearfrac::DayCountConvention; use chrono::{NaiveDate, Datelike}; let start = NaiveDate::fromymd(1978, 2, 28); let end = NaiveDate::fromymd(2020, 5, 17); let yf = DayCountConvention::from_int(0).unwrap() .yearfrac(start, end); assert!((yf - 42.21388888889).abs() < 1e-9);
let yf = DayCountConvention::from_str("act/act").unwrap() .yearfrac(start, end); assert!((yf - 42.21424933147).abs() < 1e-9);
use yearfrac::isleapyear; asserteq!(isleap_year(start.year()) as i32, 0)
let yf = DayCountConvention::US30360.yearfrac_signed(end, start); assert!((yf + 42.21388888889).abs() < 1e-9); ```
# Acknowledgements
### Ultima ### Python FRTB User Guide