Computing an accrual factor, which represents the fraction of a year a given period. There are two components that make up an accrual factor:
1.The first component uses a day count convention to determine how many days fall in the accrual period, which will be the numerator
in the calculation of the accrual factor.
2.The second component is a day count convention to determine the number of days that make up a full period, which will be the denominator
in the calculation of the accrual factor.
| Number of Scenarios | 22 |
| Total Number of Test Cases | 240 |
| Tests Started | Apr 11, 2023 10:42:11 |
| Tests Finished | Apr 11, 2023 10:42:17 |
| Total Duration | 6s |
| Fastest Test | 13ms |
| Slowest Test | 88ms |
| Average Execution Time | 21ms |
| Total Execution Time | 6s |
| Number of Scenarios | 22 | Total Duration | 6s |
| Total Number of Test Cases | 240 | Fastest Test | 13ms |
| Number of Manual Test Cases | 0 | Slowest Test | 88ms |
| Tests Started | Apr 11, 2023 10:42:11 | Average Execution Time | 21ms |
| Tests Finished | Apr 11, 2023 10:42:17 | Total Execution Time | 6s |
| feature | Scenario | Context | Steps | Started | Total Duration | Result |
|---|---|---|---|---|---|---|
| Thirty360 (Bond Basis) day count convention |
1: The end dates do not involve last day of February
start date=2006-08-20, end date=2007-02-20, day count fraction=0.500000 |
3 | 10:42:11 | 088ms | ||
| Thirty360 (Bond Basis) day count convention |
2: The end dates do not involve last day of February
start date=2007-02-20, end date=2007-08-20, day count fraction=0.500000 |
3 | 10:42:11 | 015ms | ||
| Thirty360 (Bond Basis) day count convention |
3: The end dates do not involve last day of February
start date=2007-08-20, end date=2008-02-20, day count fraction=0.500000 |
3 | 10:42:11 | 018ms | ||
| Thirty360 (Bond Basis) day count convention |
4: The end dates do not involve last day of February
start date=2008-02-20, end date=2008-08-20, day count fraction=0.500000 |
3 | 10:42:11 | 017ms | ||
| Thirty360 (Bond Basis) day count convention |
5: The end dates do not involve last day of February
start date=2008-08-20, end date=2009-02-20, day count fraction=0.500000 |
3 | 10:42:11 | 016ms | ||
| Thirty360 (Bond Basis) day count convention |
6: The end dates do not involve last day of February
start date=2009-02-20, end date=2009-08-20, day count fraction=0.500000 |
3 | 10:42:11 | 017ms | ||
| Thirty360 (Bond Basis) day count convention |
1: The end dates include some end-February dates
start date=2006-02-28, end date=2006-08-31, day count fraction=0.508333333 |
3 | 10:42:11 | 016ms | ||
| Thirty360 (Bond Basis) day count convention |
2: The end dates include some end-February dates
start date=2006-08-31, end date=2007-02-28, day count fraction=0.494444444 |
3 | 10:42:11 | 015ms | ||
| Thirty360 (Bond Basis) day count convention |
3: The end dates include some end-February dates
start date=2007-02-28, end date=2007-08-31, day count fraction=0.508333333 |
3 | 10:42:11 | 015ms | ||
| Thirty360 (Bond Basis) day count convention |
4: The end dates include some end-February dates
start date=2007-08-31, end date=2008-02-29, day count fraction=0.497222222 |
3 | 10:42:11 | 018ms | ||
| Thirty360 (Bond Basis) day count convention |
5: The end dates include some end-February dates
start date=2008-02-29, end date=2008-08-31, day count fraction=0.505555556 |
3 | 10:42:11 | 016ms | ||
| Thirty360 (Bond Basis) day count convention |
6: The end dates include some end-February dates
start date=2008-08-31, end date=2009-02-28, day count fraction=0.494444444 |
3 | 10:42:11 | 017ms | ||
| Thirty360 (Bond Basis) day count convention |
7: The end dates include some end-February dates
start date=2009-02-28, end date=2009-08-31, day count fraction=0.508333333 |
3 | 10:42:11 | 015ms | ||
| Thirty360 (Bond Basis) day count convention |
8: The end dates include some end-February dates
start date=2009-08-31, end date=2010-02-28, day count fraction=0.494444444 |
3 | 10:42:11 | 017ms | ||
| Thirty360 (Bond Basis) day count convention |
9: The end dates include some end-February dates
start date=2010-02-28, end date=2010-08-31, day count fraction=0.508333333 |
3 | 10:42:11 | 028ms | ||
| Thirty360 (Bond Basis) day count convention |
10: The end dates include some end-February dates
start date=2010-08-31, end date=2011-02-28, day count fraction=0.494444444 |
3 | 10:42:11 | 029ms | ||
| Thirty360 (Bond Basis) day count convention |
11: The end dates include some end-February dates
start date=2011-02-28, end date=2011-08-31, day count fraction=0.508333333 |
3 | 10:42:11 | 021ms | ||
| Thirty360 (Bond Basis) day count convention |
12: The end dates include some end-February dates
start date=2011-08-31, end date=2012-02-29, day count fraction=0.497222222 |
3 | 10:42:11 | 031ms | ||
| Thirty360 (Bond Basis) day count convention |
1: Miscellaneous calculation
start date=2006-01-31, end date=2006-02-28, day count fraction=0.077777778 |
3 | 10:42:11 | 019ms | ||
| Thirty360 (Bond Basis) day count convention |
2: Miscellaneous calculation
start date=2006-01-30, end date=2006-02-28, day count fraction=0.077777778 |
3 | 10:42:11 | 022ms | ||
| Thirty360 (Bond Basis) day count convention |
3: Miscellaneous calculation
start date=2006-02-28, end date=2006-03-03, day count fraction=0.013888889 |
3 | 10:42:11 | 028ms | ||
| Thirty360 (Bond Basis) day count convention |
4: Miscellaneous calculation
start date=2006-02-14, end date=2006-02-28, day count fraction=0.038888889 |
3 | 10:42:12 | 034ms | ||
| Thirty360 (Bond Basis) day count convention |
5: Miscellaneous calculation
start date=2006-09-30, end date=2006-10-31, day count fraction=0.083333333 |
3 | 10:42:12 | 036ms | ||
| Thirty360 (Bond Basis) day count convention |
6: Miscellaneous calculation
start date=2006-10-31, end date=2006-11-28, day count fraction=0.077777778 |
3 | 10:42:12 | 022ms | ||
| Thirty360 (Bond Basis) day count convention |
7: Miscellaneous calculation
start date=2007-08-31, end date=2008-02-28, day count fraction=0.494444444 |
3 | 10:42:12 | 021ms | ||
| Thirty360 (Bond Basis) day count convention |
8: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-28, day count fraction=0.500000000 |
3 | 10:42:12 | 021ms | ||
| Thirty360 (Bond Basis) day count convention |
9: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-30, day count fraction=0.505555556 |
3 | 10:42:12 | 020ms | ||
| Thirty360 (Bond Basis) day count convention |
10: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-31, day count fraction=0.508333333 |
3 | 10:42:12 | 018ms | ||
| Thirty360 (Bond Basis) day count convention |
11: Miscellaneous calculation
start date=2007-02-28, end date=2008-02-28, day count fraction=1.000000000 |
3 | 10:42:12 | 019ms | ||
| Thirty360 (Bond Basis) day count convention |
12: Miscellaneous calculation
start date=2007-02-28, end date=2008-02-29, day count fraction=1.002777778 |
3 | 10:42:12 | 020ms | ||
| Thirty360 (Bond Basis) day count convention |
13: Miscellaneous calculation
start date=2008-02-29, end date=2009-02-28, day count fraction=0.997222222 |
3 | 10:42:12 | 018ms | ||
| Thirty360 (Bond Basis) day count convention |
14: Miscellaneous calculation
start date=2008-02-29, end date=2008-03-30, day count fraction=0.086111111 |
3 | 10:42:12 | 017ms | ||
| Thirty360 (Bond Basis) day count convention |
15: Miscellaneous calculation
start date=2008-02-29, end date=2008-03-31, day count fraction=0.088888889 |
3 | 10:42:12 | 026ms | ||
| Thirty360 (European) day count convention |
1: The end dates do not involve last day of February
start date=2006-08-20, end date=2007-02-20, day count fraction=0.500000 |
3 | 10:42:12 | 017ms | ||
| Thirty360 (European) day count convention |
2: The end dates do not involve last day of February
start date=2007-02-20, end date=2007-08-20, day count fraction=0.500000 |
3 | 10:42:12 | 018ms | ||
| Thirty360 (European) day count convention |
3: The end dates do not involve last day of February
start date=2007-08-20, end date=2008-02-20, day count fraction=0.500000 |
3 | 10:42:12 | 017ms | ||
| Thirty360 (European) day count convention |
4: The end dates do not involve last day of February
start date=2008-02-20, end date=2008-08-20, day count fraction=0.500000 |
3 | 10:42:12 | 018ms | ||
| Thirty360 (European) day count convention |
5: The end dates do not involve last day of February
start date=2008-08-20, end date=2009-02-20, day count fraction=0.500000 |
3 | 10:42:12 | 017ms | ||
| Thirty360 (European) day count convention |
6: The end dates do not involve last day of February
start date=2009-02-20, end date=2009-08-20, day count fraction=0.500000 |
3 | 10:42:12 | 018ms | ||
| Thirty360 (European) day count convention |
1: The end dates include some end-February dates
start date=2006-02-28, end date=2006-08-31, day count fraction=0.505555556 |
3 | 10:42:12 | 017ms | ||
| Thirty360 (European) day count convention |
2: The end dates include some end-February dates
start date=2006-08-31, end date=2007-02-28, day count fraction=0.494444444 |
3 | 10:42:12 | 019ms | ||
| Thirty360 (European) day count convention |
3: The end dates include some end-February dates
start date=2007-02-28, end date=2007-08-31, day count fraction=0.505555556 |
3 | 10:42:12 | 023ms | ||
| Thirty360 (European) day count convention |
4: The end dates include some end-February dates
start date=2007-08-31, end date=2008-02-29, day count fraction=0.497222222 |
3 | 10:42:12 | 021ms | ||
| Thirty360 (European) day count convention |
5: The end dates include some end-February dates
start date=2008-02-29, end date=2008-08-31, day count fraction=0.502777778 |
3 | 10:42:12 | 022ms | ||
| Thirty360 (European) day count convention |
6: The end dates include some end-February dates
start date=2008-08-31, end date=2009-02-28, day count fraction=0.494444444 |
3 | 10:42:12 | 023ms | ||
| Thirty360 (European) day count convention |
7: The end dates include some end-February dates
start date=2009-02-28, end date=2009-08-31, day count fraction=0.505555556 |
3 | 10:42:12 | 018ms | ||
| Thirty360 (European) day count convention |
8: The end dates include some end-February dates
start date=2009-08-31, end date=2010-02-28, day count fraction=0.494444444 |
3 | 10:42:12 | 018ms | ||
| Thirty360 (European) day count convention |
9: The end dates include some end-February dates
start date=2010-02-28, end date=2010-08-31, day count fraction=0.505555556 |
3 | 10:42:12 | 019ms | ||
| Thirty360 (European) day count convention |
10: The end dates include some end-February dates
start date=2010-08-31, end date=2011-02-28, day count fraction=0.494444444 |
3 | 10:42:12 | 020ms | ||
| Thirty360 (European) day count convention |
11: The end dates include some end-February dates
start date=2011-02-28, end date=2011-08-31, day count fraction=0.505555556 |
3 | 10:42:12 | 027ms | ||
| Thirty360 (European) day count convention |
12: The end dates include some end-February dates
start date=2011-08-31, end date=2012-02-29, day count fraction=0.4972222 |
3 | 10:42:12 | 029ms | ||
| Thirty360 (European) day count convention |
1: Miscellaneous calculation
start date=2006-01-31, end date=2006-02-28, day count fraction=0.077777778 |
3 | 10:42:12 | 024ms | ||
| Thirty360 (European) day count convention |
2: Miscellaneous calculation
start date=2006-01-30, end date=2006-02-28, day count fraction=0.077777778 |
3 | 10:42:12 | 022ms | ||
| Thirty360 (European) day count convention |
3: Miscellaneous calculation
start date=2006-02-28, end date=2006-03-03, day count fraction=0.013888889 |
3 | 10:42:12 | 019ms | ||
| Thirty360 (European) day count convention |
4: Miscellaneous calculation
start date=2006-02-14, end date=2006-02-28, day count fraction=0.038888889 |
3 | 10:42:12 | 026ms | ||
| Thirty360 (European) day count convention |
5: Miscellaneous calculation
start date=2006-09-30, end date=2006-10-31, day count fraction=0.083333333 |
3 | 10:42:12 | 017ms | ||
| Thirty360 (European) day count convention |
6: Miscellaneous calculation
start date=2006-10-31, end date=2006-11-28, day count fraction=0.077777778 |
3 | 10:42:12 | 018ms | ||
| Thirty360 (European) day count convention |
7: Miscellaneous calculation
start date=2007-08-31, end date=2008-02-28, day count fraction=0.494444444 |
3 | 10:42:12 | 016ms | ||
| Thirty360 (European) day count convention |
8: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-28, day count fraction=0.50000000 |
3 | 10:42:12 | 017ms | ||
| Thirty360 (European) day count convention |
9: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-30, day count fraction=0.505555556 |
3 | 10:42:12 | 015ms | ||
| Thirty360 (European) day count convention |
10: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-31, day count fraction=0.505555556 |
3 | 10:42:13 | 018ms | ||
| Thirty360 (European) day count convention |
11: Miscellaneous calculation
start date=2007-02-28, end date=2008-02-28, day count fraction=1.00000000 |
3 | 10:42:13 | 015ms | ||
| Thirty360 (European) day count convention |
12: Miscellaneous calculation
start date=2007-02-28, end date=2008-02-29, day count fraction=1.002777778 |
3 | 10:42:13 | 016ms | ||
| Thirty360 (European) day count convention |
13: Miscellaneous calculation
start date=2008-02-29, end date=2009-02-28, day count fraction=0.997222222 |
3 | 10:42:13 | 017ms | ||
| Thirty360 (European) day count convention |
14: Miscellaneous calculation
start date=2008-02-29, end date=2008-03-30, day count fraction=0.086111111 |
3 | 10:42:13 | 015ms | ||
| Thirty360 (European) day count convention |
15: Miscellaneous calculation
start date=2008-02-29, end date=2008-03-31, day count fraction=0.086111111 |
3 | 10:42:13 | 015ms | ||
| Thirty360 (US) day count convention |
1: The end dates do not involve last day of February
start date=2006-08-20, end date=2007-02-20, day count fraction=0.500000 |
3 | 10:42:13 | 017ms | ||
| Thirty360 (US) day count convention |
2: The end dates do not involve last day of February
start date=2007-02-20, end date=2007-08-20, day count fraction=0.500000 |
3 | 10:42:13 | 016ms | ||
| Thirty360 (US) day count convention |
3: The end dates do not involve last day of February
start date=2007-08-20, end date=2008-02-20, day count fraction=0.500000 |
3 | 10:42:13 | 021ms | ||
| Thirty360 (US) day count convention |
4: The end dates do not involve last day of February
start date=2008-02-20, end date=2008-08-20, day count fraction=0.500000 |
3 | 10:42:13 | 018ms | ||
| Thirty360 (US) day count convention |
5: The end dates do not involve last day of February
start date=2008-08-20, end date=2009-02-20, day count fraction=0.500000 |
3 | 10:42:13 | 021ms | ||
| Thirty360 (US) day count convention |
6: The end dates do not involve last day of February
start date=2009-02-20, end date=2009-08-20, day count fraction=0.500000 |
3 | 10:42:13 | 018ms | ||
| Thirty360 (US) day count convention |
1: The end dates include some end-February dates
start date=2006-02-28, end date=2006-08-31, day count fraction=0.50277778 |
3 | 10:42:13 | 021ms | ||
| Thirty360 (US) day count convention |
2: The end dates include some end-February dates
start date=2006-08-31, end date=2007-02-28, day count fraction=0.49444444 |
3 | 10:42:13 | 022ms | ||
| Thirty360 (US) day count convention |
3: The end dates include some end-February dates
start date=2007-02-28, end date=2007-08-31, day count fraction=0.50277778 |
3 | 10:42:13 | 021ms | ||
| Thirty360 (US) day count convention |
4: The end dates include some end-February dates
start date=2007-08-31, end date=2008-02-29, day count fraction=0.49722222 |
3 | 10:42:13 | 035ms | ||
| Thirty360 (US) day count convention |
5: The end dates include some end-February dates
start date=2008-02-29, end date=2008-08-31, day count fraction=0.50277778 |
3 | 10:42:13 | 029ms | ||
| Thirty360 (US) day count convention |
6: The end dates include some end-February dates
start date=2008-08-31, end date=2009-02-28, day count fraction=0.49444444 |
3 | 10:42:13 | 026ms | ||
| Thirty360 (US) day count convention |
7: The end dates include some end-February dates
start date=2009-02-28, end date=2009-08-31, day count fraction=0.50277778 |
3 | 10:42:13 | 019ms | ||
| Thirty360 (US) day count convention |
8: The end dates include some end-February dates
start date=2009-08-31, end date=2010-02-28, day count fraction=0.49444444 |
3 | 10:42:13 | 022ms | ||
| Thirty360 (US) day count convention |
9: The end dates include some end-February dates
start date=2010-02-28, end date=2010-08-31, day count fraction=0.50277778 |
3 | 10:42:13 | 022ms | ||
| Thirty360 (US) day count convention |
10: The end dates include some end-February dates
start date=2010-08-31, end date=2011-02-28, day count fraction=0.49444444 |
3 | 10:42:13 | 047ms | ||
| Thirty360 (US) day count convention |
11: The end dates include some end-February dates
start date=2011-02-28, end date=2011-08-31, day count fraction=0.50277778 |
3 | 10:42:13 | 032ms | ||
| Thirty360 (US) day count convention |
12: The end dates include some end-February dates
start date=2011-08-31, end date=2012-02-29, day count fraction=0.49722222 |
3 | 10:42:13 | 025ms | ||
| Thirty360 (US) day count convention |
1: Miscellaneous calculation
start date=2006-01-31, end date=2006-02-28, day count fraction=0.077777778 |
3 | 10:42:13 | 024ms | ||
| Thirty360 (US) day count convention |
2: Miscellaneous calculation
start date=2006-01-30, end date=2006-02-28, day count fraction=0.077777778 |
3 | 10:42:13 | 019ms | ||
| Thirty360 (US) day count convention |
3: Miscellaneous calculation
start date=2006-02-28, end date=2006-03-03, day count fraction=0.008333333 |
3 | 10:42:13 | 025ms | ||
| Thirty360 (US) day count convention |
4: Miscellaneous calculation
start date=2006-02-14, end date=2006-02-28, day count fraction=0.03888889 |
3 | 10:42:13 | 021ms | ||
| Thirty360 (US) day count convention |
5: Miscellaneous calculation
start date=2006-09-30, end date=2006-10-31, day count fraction=0.083333333 |
3 | 10:42:13 | 022ms | ||
| Thirty360 (US) day count convention |
6: Miscellaneous calculation
start date=2006-10-31, end date=2006-11-28, day count fraction=0.077777778 |
3 | 10:42:13 | 022ms | ||
| Thirty360 (US) day count convention |
7: Miscellaneous calculation
start date=2007-08-31, end date=2008-02-28, day count fraction=0.49444444 |
3 | 10:42:13 | 021ms | ||
| Thirty360 (US) day count convention |
8: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-28, day count fraction=0.50000000 |
3 | 10:42:13 | 021ms | ||
| Thirty360 (US) day count convention |
9: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-30, day count fraction=0.50555556 |
3 | 10:42:13 | 017ms | ||
| Thirty360 (US) day count convention |
10: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-31, day count fraction=0.50833333 |
3 | 10:42:13 | 019ms | ||
| Thirty360 (US) day count convention |
11: Miscellaneous calculation
start date=2007-02-28, end date=2008-02-28, day count fraction=0.99444444 |
3 | 10:42:13 | 023ms | ||
| Thirty360 (US) day count convention |
12: Miscellaneous calculation
start date=2007-02-28, end date=2008-02-29, day count fraction=1.00000000 |
3 | 10:42:13 | 023ms | ||
| Thirty360 (US) day count convention |
13: Miscellaneous calculation
start date=2008-02-29, end date=2009-02-28, day count fraction=1.00000000 |
3 | 10:42:13 | 019ms | ||
| Thirty360 (US) day count convention |
14: Miscellaneous calculation
start date=2008-02-29, end date=2008-03-30, day count fraction=0.083333333 |
3 | 10:42:14 | 023ms | ||
| Thirty360 (US) day count convention |
15: Miscellaneous calculation
start date=2008-02-29, end date=2008-03-31, day count fraction=0.086111111 |
3 | 10:42:14 | 021ms | ||
| Actual360 day count convention |
1: The end dates do not involve last day of February
start date=2006-08-20, end date=2007-02-20, day count fraction=0.511111111 |
3 | 10:42:14 | 018ms | ||
| Actual360 day count convention |
2: The end dates do not involve last day of February
start date=2007-02-20, end date=2007-08-20, day count fraction=0.502777778 |
3 | 10:42:14 | 024ms | ||
| Actual360 day count convention |
3: The end dates do not involve last day of February
start date=2007-08-20, end date=2008-02-20, day count fraction=0.511111111 |
3 | 10:42:14 | 017ms | ||
| Actual360 day count convention |
4: The end dates do not involve last day of February
start date=2008-02-20, end date=2008-08-20, day count fraction=0.505555556 |
3 | 10:42:14 | 018ms | ||
| Actual360 day count convention |
5: The end dates do not involve last day of February
start date=2008-08-20, end date=2009-02-20, day count fraction=0.511111111 |
3 | 10:42:14 | 018ms | ||
| Actual360 day count convention |
6: The end dates do not involve last day of February
start date=2009-02-20, end date=2009-08-20, day count fraction=0.502777778 |
3 | 10:42:14 | 016ms | ||
| Actual360 day count convention |
1: The end dates include some end-February dates
start date=2006-02-28, end date=2006-08-31, day count fraction=0.511111111 |
3 | 10:42:14 | 016ms | ||
| Actual360 day count convention |
2: The end dates include some end-February dates
start date=2006-08-31, end date=2007-02-28, day count fraction=0.502777778 |
3 | 10:42:14 | 015ms | ||
| Actual360 day count convention |
3: The end dates include some end-February dates
start date=2007-02-28, end date=2007-08-31, day count fraction=0.511111111 |
3 | 10:42:14 | 016ms | ||
| Actual360 day count convention |
4: The end dates include some end-February dates
start date=2007-08-31, end date=2008-02-29, day count fraction=0.505555556 |
3 | 10:42:14 | 016ms | ||
| Actual360 day count convention |
5: The end dates include some end-February dates
start date=2008-02-29, end date=2008-08-31, day count fraction=0.511111111 |
3 | 10:42:14 | 015ms | ||
| Actual360 day count convention |
6: The end dates include some end-February dates
start date=2008-08-31, end date=2009-02-28, day count fraction=0.502777778 |
3 | 10:42:14 | 028ms | ||
| Actual360 day count convention |
7: The end dates include some end-February dates
start date=2009-02-28, end date=2009-08-31, day count fraction=0.511111111 |
3 | 10:42:14 | 021ms | ||
| Actual360 day count convention |
8: The end dates include some end-February dates
start date=2009-08-31, end date=2010-02-28, day count fraction=0.502777778 |
3 | 10:42:14 | 023ms | ||
| Actual360 day count convention |
9: The end dates include some end-February dates
start date=2010-02-28, end date=2010-08-31, day count fraction=0.511111111 |
3 | 10:42:14 | 026ms | ||
| Actual360 day count convention |
10: The end dates include some end-February dates
start date=2010-08-31, end date=2011-02-28, day count fraction=0.502777778 |
3 | 10:42:14 | 017ms | ||
| Actual360 day count convention |
11: The end dates include some end-February dates
start date=2011-02-28, end date=2011-08-31, day count fraction=0.511111111 |
3 | 10:42:14 | 014ms | ||
| Actual360 day count convention |
12: The end dates include some end-February dates
start date=2011-08-31, end date=2012-02-29, day count fraction=0.505555556 |
3 | 10:42:14 | 016ms | ||
| Actual360 day count convention |
1: Miscellaneous calculation
start date=2006-01-31, end date=2006-02-28, day count fraction=0.077777778 |
3 | 10:42:14 | 015ms | ||
| Actual360 day count convention |
2: Miscellaneous calculation
start date=2006-01-30, end date=2006-02-28, day count fraction=0.080555556 |
3 | 10:42:14 | 017ms | ||
| Actual360 day count convention |
3: Miscellaneous calculation
start date=2006-02-28, end date=2006-03-03, day count fraction=0.008333333 |
3 | 10:42:14 | 015ms | ||
| Actual360 day count convention |
4: Miscellaneous calculation
start date=2006-02-14, end date=2006-02-28, day count fraction=0.038888889 |
3 | 10:42:14 | 017ms | ||
| Actual360 day count convention |
5: Miscellaneous calculation
start date=2006-09-30, end date=2006-10-31, day count fraction=0.086111111 |
3 | 10:42:14 | 017ms | ||
| Actual360 day count convention |
6: Miscellaneous calculation
start date=2006-10-31, end date=2006-11-28, day count fraction=0.077777778 |
3 | 10:42:14 | 017ms | ||
| Actual360 day count convention |
7: Miscellaneous calculation
start date=2007-08-31, end date=2008-02-28, day count fraction=0.502777778 |
3 | 10:42:14 | 014ms | ||
| Actual360 day count convention |
8: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-28, day count fraction=0.505555556 |
3 | 10:42:14 | 017ms | ||
| Actual360 day count convention |
9: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-30, day count fraction=0.511111111 |
3 | 10:42:14 | 016ms | ||
| Actual360 day count convention |
10: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-31, day count fraction=0.513888889 |
3 | 10:42:14 | 015ms | ||
| Actual360 day count convention |
11: Miscellaneous calculation
start date=2007-02-28, end date=2008-02-28, day count fraction=1.013888889 |
3 | 10:42:14 | 019ms | ||
| Actual360 day count convention |
12: Miscellaneous calculation
start date=2007-02-28, end date=2008-02-29, day count fraction=1.016666667 |
3 | 10:42:14 | 014ms | ||
| Actual360 day count convention |
13: Miscellaneous calculation
start date=2008-02-29, end date=2009-02-28, day count fraction=1.013888889 |
3 | 10:42:14 | 016ms | ||
| Actual360 day count convention |
14: Miscellaneous calculation
start date=2008-02-29, end date=2008-03-30, day count fraction=0.083333333 |
3 | 10:42:14 | 016ms | ||
| Actual360 day count convention |
15: Miscellaneous calculation
start date=2008-02-29, end date=2008-03-31, day count fraction=0.086111111 |
3 | 10:42:14 | 017ms | ||
| Actual364 day count convention |
1: The end dates do not involve last day of February
start date=2006-08-20, end date=2007-02-20, day count fraction=0.505494505 |
3 | 10:42:14 | 019ms | ||
| Actual364 day count convention |
2: The end dates do not involve last day of February
start date=2007-02-20, end date=2007-08-20, day count fraction=0.497252747 |
3 | 10:42:14 | 025ms | ||
| Actual364 day count convention |
3: The end dates do not involve last day of February
start date=2007-08-20, end date=2008-02-20, day count fraction=0.505494505 |
3 | 10:42:14 | 023ms | ||
| Actual364 day count convention |
4: The end dates do not involve last day of February
start date=2008-02-20, end date=2008-08-20, day count fraction=0.50000000 |
3 | 10:42:14 | 024ms | ||
| Actual364 day count convention |
5: The end dates do not involve last day of February
start date=2008-08-20, end date=2009-02-20, day count fraction=0.505494505 |
3 | 10:42:14 | 019ms | ||
| Actual364 day count convention |
6: The end dates do not involve last day of February
start date=2009-02-20, end date=2009-08-20, day count fraction=0.497252747 |
3 | 10:42:14 | 017ms | ||
| Actual364 day count convention |
1: The end dates include some end-February dates
start date=2006-02-28, end date=2006-08-31, day count fraction=0.505494505 |
3 | 10:42:14 | 029ms | ||
| Actual364 day count convention |
2: The end dates include some end-February dates
start date=2006-08-31, end date=2007-02-28, day count fraction=0.497252747 |
3 | 10:42:14 | 025ms | ||
| Actual364 day count convention |
3: The end dates include some end-February dates
start date=2007-02-28, end date=2007-08-31, day count fraction=0.505494505 |
3 | 10:42:14 | 019ms | ||
| Actual364 day count convention |
4: The end dates include some end-February dates
start date=2007-08-31, end date=2008-02-29, day count fraction=0.50000000 |
3 | 10:42:15 | 018ms | ||
| Actual364 day count convention |
5: The end dates include some end-February dates
start date=2008-02-29, end date=2008-08-31, day count fraction=0.505494505 |
3 | 10:42:15 | 030ms | ||
| Actual364 day count convention |
6: The end dates include some end-February dates
start date=2008-08-31, end date=2009-02-28, day count fraction=0.497252747 |
3 | 10:42:15 | 027ms | ||
| Actual364 day count convention |
7: The end dates include some end-February dates
start date=2009-02-28, end date=2009-08-31, day count fraction=0.505494505 |
3 | 10:42:15 | 029ms | ||
| Actual364 day count convention |
8: The end dates include some end-February dates
start date=2009-08-31, end date=2010-02-28, day count fraction=0.497252747 |
3 | 10:42:15 | 024ms | ||
| Actual364 day count convention |
9: The end dates include some end-February dates
start date=2010-02-28, end date=2010-08-31, day count fraction=0.505494505 |
3 | 10:42:15 | 021ms | ||
| Actual364 day count convention |
10: The end dates include some end-February dates
start date=2010-08-31, end date=2011-02-28, day count fraction=0.497252747 |
3 | 10:42:15 | 016ms | ||
| Actual364 day count convention |
11: The end dates include some end-February dates
start date=2011-02-28, end date=2011-08-31, day count fraction=0.505494505 |
3 | 10:42:15 | 015ms | ||
| Actual364 day count convention |
12: The end dates include some end-February dates
start date=2011-08-31, end date=2012-02-29, day count fraction=0.50000000 |
3 | 10:42:15 | 015ms | ||
| Actual364 day count convention |
1: Miscellaneous calculation
start date=2006-01-31, end date=2006-02-28, day count fraction=0.076923077 |
3 | 10:42:15 | 014ms | ||
| Actual364 day count convention |
2: Miscellaneous calculation
start date=2006-01-30, end date=2006-02-28, day count fraction=0.07967033 |
3 | 10:42:15 | 014ms | ||
| Actual364 day count convention |
3: Miscellaneous calculation
start date=2006-02-28, end date=2006-03-03, day count fraction=0.008241758 |
3 | 10:42:15 | 015ms | ||
| Actual364 day count convention |
4: Miscellaneous calculation
start date=2006-02-14, end date=2006-02-28, day count fraction=0.038461538 |
3 | 10:42:15 | 014ms | ||
| Actual364 day count convention |
5: Miscellaneous calculation
start date=2006-09-30, end date=2006-10-31, day count fraction=0.085164835 |
3 | 10:42:15 | 015ms | ||
| Actual364 day count convention |
6: Miscellaneous calculation
start date=2006-10-31, end date=2006-11-28, day count fraction=0.076923077 |
3 | 10:42:15 | 015ms | ||
| Actual364 day count convention |
7: Miscellaneous calculation
start date=2007-08-31, end date=2008-02-28, day count fraction=0.497252747 |
3 | 10:42:15 | 014ms | ||
| Actual364 day count convention |
8: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-28, day count fraction=0.50000000 |
3 | 10:42:15 | 015ms | ||
| Actual364 day count convention |
9: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-30, day count fraction=0.505494505 |
3 | 10:42:15 | 016ms | ||
| Actual364 day count convention |
10: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-31, day count fraction=0.508241758 |
3 | 10:42:15 | 014ms | ||
| Actual364 day count convention |
11: Miscellaneous calculation
start date=2007-02-28, end date=2008-02-28, day count fraction=1.002747253 |
3 | 10:42:15 | 016ms | ||
| Actual364 day count convention |
12: Miscellaneous calculation
start date=2007-02-28, end date=2008-02-29, day count fraction=1.005494505 |
3 | 10:42:15 | 017ms | ||
| Actual364 day count convention |
13: Miscellaneous calculation
start date=2008-02-29, end date=2009-02-28, day count fraction=1.002747253 |
3 | 10:42:15 | 017ms | ||
| Actual364 day count convention |
14: Miscellaneous calculation
start date=2008-02-29, end date=2008-03-30, day count fraction=0.082417582 |
3 | 10:42:15 | 015ms | ||
| Actual364 day count convention |
15: Miscellaneous calculation
start date=2008-02-29, end date=2008-03-31, day count fraction=0.085164835 |
3 | 10:42:15 | 014ms | ||
| Actual365 (Fixed) day count convention |
1: The end dates do not involve last day of February
start date=2006-08-20, end date=2007-02-20, day count fraction=0.504109589 |
3 | 10:42:15 | 014ms | ||
| Actual365 (Fixed) day count convention |
2: The end dates do not involve last day of February
start date=2007-02-20, end date=2007-08-20, day count fraction=0.495890411 |
3 | 10:42:15 | 014ms | ||
| Actual365 (Fixed) day count convention |
3: The end dates do not involve last day of February
start date=2007-08-20, end date=2008-02-20, day count fraction=0.504109589 |
3 | 10:42:15 | 017ms | ||
| Actual365 (Fixed) day count convention |
4: The end dates do not involve last day of February
start date=2008-02-20, end date=2008-08-20, day count fraction=0.498630137 |
3 | 10:42:15 | 018ms | ||
| Actual365 (Fixed) day count convention |
5: The end dates do not involve last day of February
start date=2008-08-20, end date=2009-02-20, day count fraction=0.504109589 |
3 | 10:42:15 | 022ms | ||
| Actual365 (Fixed) day count convention |
6: The end dates do not involve last day of February
start date=2009-02-20, end date=2009-08-20, day count fraction=0.495890411 |
3 | 10:42:15 | 023ms | ||
| Actual365 (Fixed) day count convention |
1: The end dates include some end-February dates
start date=2006-02-28, end date=2006-08-31, day count fraction=0.504109589 |
3 | 10:42:15 | 021ms | ||
| Actual365 (Fixed) day count convention |
2: The end dates include some end-February dates
start date=2006-08-31, end date=2007-02-28, day count fraction=0.495890411 |
3 | 10:42:15 | 029ms | ||
| Actual365 (Fixed) day count convention |
3: The end dates include some end-February dates
start date=2007-02-28, end date=2007-08-31, day count fraction=0.504109589 |
3 | 10:42:15 | 040ms | ||
| Actual365 (Fixed) day count convention |
4: The end dates include some end-February dates
start date=2007-08-31, end date=2008-02-29, day count fraction=0.498630137 |
3 | 10:42:15 | 031ms | ||
| Actual365 (Fixed) day count convention |
5: The end dates include some end-February dates
start date=2008-02-29, end date=2008-08-31, day count fraction=0.504109589 |
3 | 10:42:15 | 022ms | ||
| Actual365 (Fixed) day count convention |
6: The end dates include some end-February dates
start date=2008-08-31, end date=2009-02-28, day count fraction=0.495890411 |
3 | 10:42:15 | 023ms | ||
| Actual365 (Fixed) day count convention |
7: The end dates include some end-February dates
start date=2009-02-28, end date=2009-08-31, day count fraction=0.504109589 |
3 | 10:42:15 | 034ms | ||
| Actual365 (Fixed) day count convention |
8: The end dates include some end-February dates
start date=2009-08-31, end date=2010-02-28, day count fraction=0.495890411 |
3 | 10:42:15 | 023ms | ||
| Actual365 (Fixed) day count convention |
9: The end dates include some end-February dates
start date=2010-02-28, end date=2010-08-31, day count fraction=0.504109589 |
3 | 10:42:15 | 025ms | ||
| Actual365 (Fixed) day count convention |
10: The end dates include some end-February dates
start date=2010-08-31, end date=2011-02-28, day count fraction=0.495890411 |
3 | 10:42:15 | 020ms | ||
| Actual365 (Fixed) day count convention |
11: The end dates include some end-February dates
start date=2011-02-28, end date=2011-08-31, day count fraction=0.504109589 |
3 | 10:42:16 | 026ms | ||
| Actual365 (Fixed) day count convention |
12: The end dates include some end-February dates
start date=2011-08-31, end date=2012-02-29, day count fraction=0.498630137 |
3 | 10:42:16 | 019ms | ||
| Actual365 (Fixed) day count convention |
1: Miscellaneous calculation
start date=2006-01-31, end date=2006-02-28, day count fraction=0.076712329 |
3 | 10:42:16 | 018ms | ||
| Actual365 (Fixed) day count convention |
2: Miscellaneous calculation
start date=2006-01-30, end date=2006-02-28, day count fraction=0.079452055 |
3 | 10:42:16 | 018ms | ||
| Actual365 (Fixed) day count convention |
3: Miscellaneous calculation
start date=2006-02-28, end date=2006-03-03, day count fraction=0.008219178 |
3 | 10:42:16 | 023ms | ||
| Actual365 (Fixed) day count convention |
4: Miscellaneous calculation
start date=2006-02-14, end date=2006-02-28, day count fraction=0.038356164 |
3 | 10:42:16 | 018ms | ||
| Actual365 (Fixed) day count convention |
5: Miscellaneous calculation
start date=2006-09-30, end date=2006-10-31, day count fraction=0.084931507 |
3 | 10:42:16 | 019ms | ||
| Actual365 (Fixed) day count convention |
6: Miscellaneous calculation
start date=2006-10-31, end date=2006-11-28, day count fraction=0.076712329 |
3 | 10:42:16 | 016ms | ||
| Actual365 (Fixed) day count convention |
7: Miscellaneous calculation
start date=2007-08-31, end date=2008-02-28, day count fraction=0.495890411 |
3 | 10:42:16 | 015ms | ||
| Actual365 (Fixed) day count convention |
8: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-28, day count fraction=0.498630137 |
3 | 10:42:16 | 015ms | ||
| Actual365 (Fixed) day count convention |
9: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-30, day count fraction=0.504109589 |
3 | 10:42:16 | 013ms | ||
| Actual365 (Fixed) day count convention |
10: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-31, day count fraction=0.506849315 |
3 | 10:42:16 | 014ms | ||
| Actual365 (Fixed) day count convention |
11: Miscellaneous calculation
start date=2007-02-28, end date=2008-02-28, day count fraction=1 |
3 | 10:42:16 | 015ms | ||
| Actual365 (Fixed) day count convention |
12: Miscellaneous calculation
start date=2007-02-28, end date=2008-02-29, day count fraction=1.002739726 |
3 | 10:42:16 | 015ms | ||
| Actual365 (Fixed) day count convention |
13: Miscellaneous calculation
start date=2008-02-29, end date=2009-02-28, day count fraction=1 |
3 | 10:42:16 | 019ms | ||
| Actual365 (Fixed) day count convention |
14: Miscellaneous calculation
start date=2008-02-29, end date=2008-03-30, day count fraction=0.082191781 |
3 | 10:42:16 | 025ms | ||
| Actual365 (Fixed) day count convention |
15: Miscellaneous calculation
start date=2008-02-29, end date=2008-03-31, day count fraction=0.084931507 |
3 | 10:42:16 | 022ms | ||
| ActualActual (ISDA) day count convention |
1: The end dates do not involve last day of February
start date=2006-08-20, end date=2007-02-20, day count fraction=0.5041096 |
3 | 10:42:16 | 015ms | ||
| ActualActual (ISDA) day count convention |
2: The end dates do not involve last day of February
start date=2007-02-20, end date=2007-08-20, day count fraction=0.4958904 |
3 | 10:42:16 | 015ms | ||
| ActualActual (ISDA) day count convention |
3: The end dates do not involve last day of February
start date=2007-08-20, end date=2008-02-20, day count fraction=0.5041096 |
3 | 10:42:16 | 036ms | ||
| ActualActual (ISDA) day count convention |
4: The end dates do not involve last day of February
start date=2008-02-20, end date=2008-08-20, day count fraction=0.4972678 |
3 | 10:42:16 | 015ms | ||
| ActualActual (ISDA) day count convention |
5: The end dates do not involve last day of February
start date=2008-08-20, end date=2009-02-20, day count fraction=0.5041096 |
3 | 10:42:16 | 037ms | ||
| ActualActual (ISDA) day count convention |
6: The end dates do not involve last day of February
start date=2009-02-20, end date=2009-08-20, day count fraction=0.4958904 |
3 | 10:42:16 | 024ms | ||
| ActualActual (ISDA) day count convention |
1: The end dates include some end-February dates
start date=2006-02-28, end date=2006-08-31, day count fraction=0.504109589 |
3 | 10:42:16 | 022ms | ||
| ActualActual (ISDA) day count convention |
2: The end dates include some end-February dates
start date=2006-08-31, end date=2007-02-28, day count fraction=0.495890411 |
3 | 10:42:16 | 020ms | ||
| ActualActual (ISDA) day count convention |
3: The end dates include some end-February dates
start date=2007-02-28, end date=2007-08-31, day count fraction=0.504109589 |
3 | 10:42:16 | 019ms | ||
| ActualActual (ISDA) day count convention |
4: The end dates include some end-February dates
start date=2007-08-31, end date=2008-02-29, day count fraction=0.49726776 |
3 | 10:42:16 | 034ms | ||
| ActualActual (ISDA) day count convention |
5: The end dates include some end-February dates
start date=2008-02-29, end date=2008-08-31, day count fraction=0.50273224 |
3 | 10:42:16 | 018ms | ||
| ActualActual (ISDA) day count convention |
6: The end dates include some end-February dates
start date=2008-08-31, end date=2009-02-28, day count fraction=0.495890411 |
3 | 10:42:16 | 025ms | ||
| ActualActual (ISDA) day count convention |
7: The end dates include some end-February dates
start date=2009-02-28, end date=2009-08-31, day count fraction=0.504109589 |
3 | 10:42:16 | 020ms | ||
| ActualActual (ISDA) day count convention |
8: The end dates include some end-February dates
start date=2009-08-31, end date=2010-02-28, day count fraction=0.495890411 |
3 | 10:42:16 | 017ms | ||
| ActualActual (ISDA) day count convention |
9: The end dates include some end-February dates
start date=2010-02-28, end date=2010-08-31, day count fraction=0.504109589 |
3 | 10:42:16 | 017ms | ||
| ActualActual (ISDA) day count convention |
10: The end dates include some end-February dates
start date=2010-08-31, end date=2011-02-28, day count fraction=0.495890411 |
3 | 10:42:16 | 016ms | ||
| ActualActual (ISDA) day count convention |
11: The end dates include some end-February dates
start date=2011-02-28, end date=2011-08-31, day count fraction=0.504109589 |
3 | 10:42:16 | 016ms | ||
| ActualActual (ISDA) day count convention |
12: The end dates include some end-February dates
start date=2011-08-31, end date=2012-02-29, day count fraction=0.49726776 |
3 | 10:42:16 | 022ms | ||
| ActualActual (ISDA) day count convention |
1: The start date and the end date include two leap years
start date=2000-01-01, end date=2004-01-01, day count fraction=4.00 |
3 | 10:42:16 | 020ms | ||
| ActualActual (ISDA) day count convention |
2: The start date and the end date include two leap years
start date=2000-01-01, end date=2004-02-29, day count fraction=4.16120219 |
3 | 10:42:16 | 022ms | ||
| ActualActual (ISDA) day count convention |
3: The start date and the end date include two leap years
start date=2000-01-01, end date=2005-01-01, day count fraction=5.00 |
3 | 10:42:16 | 019ms | ||
| ActualActual (ISDA) day count convention |
4: The start date and the end date include two leap years
start date=2000-01-01, end date=2005-12-31, day count fraction=5.9972603 |
3 | 10:42:16 | 022ms | ||
| ActualActual (ISDA) day count convention |
1: Miscellaneous calculation
start date=2003-11-01, end date=2004-05-01, day count fraction=0.49772438 |
3 | 10:42:16 | 020ms | ||
| ActualActual (ISDA) day count convention |
2: Miscellaneous calculation
start date=1999/02-01, end date=2000-07-01, day count fraction=1.412336253 |
3 | 10:42:17 | 019ms | ||
| ActualActual (ISDA) day count convention |
3: Miscellaneous calculation
start date=2002-08-15, end date=2004-01-15, day count fraction=1.419073284 |
3 | 10:42:17 | 035ms | ||
| ActualActual (ISDA) day count convention |
4: Miscellaneous calculation
start date=1999-07-30, end date=2000-06-30, day count fraction=0.919193053 |
3 | 10:42:17 | 024ms | ||
| ActualActual (ISDA) day count convention |
5: Miscellaneous calculation
start date=1999-11-30, end date=2000-04-30, day count fraction=0.415540085 |
3 | 10:42:17 | 033ms | ||
| ActualActual (ISDA) day count convention |
6: Miscellaneous calculation
start date=2006-01-31, end date=2006-02-28, day count fraction=0.076712329 |
3 | 10:42:17 | 033ms | ||
| ActualActual (ISDA) day count convention |
7: Miscellaneous calculation
start date=2006-01-30, end date=2006-02-28, day count fraction=0.079452055 |
3 | 10:42:17 | 041ms | ||
| ActualActual (ISDA) day count convention |
8: Miscellaneous calculation
start date=2006-02-28, end date=2006-03-03, day count fraction=0.008219178 |
3 | 10:42:17 | 040ms | ||
| ActualActual (ISDA) day count convention |
9: Miscellaneous calculation
start date=2006-02-14, end date=2006-02-28, day count fraction=0.038356164 |
3 | 10:42:17 | 033ms | ||
| ActualActual (ISDA) day count convention |
10: Miscellaneous calculation
start date=2006-09-30, end date=2006-10-31, day count fraction=0.084931507 |
3 | 10:42:17 | 034ms | ||
| ActualActual (ISDA) day count convention |
11: Miscellaneous calculation
start date=2006-10-31, end date=2006-11-28, day count fraction=0.076712329 |
3 | 10:42:17 | 031ms | ||
| ActualActual (ISDA) day count convention |
12: Miscellaneous calculation
start date=2007-08-31, end date=2008-02-28, day count fraction=0.495890411 |
3 | 10:42:17 | 036ms | ||
| ActualActual (ISDA) day count convention |
13: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-28, day count fraction=0.49726776 |
3 | 10:42:17 | 025ms | ||
| ActualActual (ISDA) day count convention |
14: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-30, day count fraction=0.50273224 |
3 | 10:42:17 | 023ms | ||
| ActualActual (ISDA) day count convention |
15: Miscellaneous calculation
start date=2008-02-28, end date=2008-08-31, day count fraction=0.505464481 |
3 | 10:42:17 | 017ms | ||
| ActualActual (ISDA) day count convention |
16: Miscellaneous calculation
start date=2007-02-28, end date=2008-02-28, day count fraction=1.00000000 |
3 | 10:42:17 | 030ms | ||
| ActualActual (ISDA) day count convention |
17: Miscellaneous calculation
start date=2007-02-28, end date=2008-02-29, day count fraction=1.001367989 |
3 | 10:42:17 | 045ms | ||
| ActualActual (ISDA) day count convention |
18: Miscellaneous calculation
start date=2008-02-29, end date=2009-02-28, day count fraction=0.99726776 |
3 | 10:42:17 | 028ms | ||
| ActualActual (ISDA) day count convention |
19: Miscellaneous calculation
start date=2008-02-29, end date=2008-03-30, day count fraction=0.081967213 |
3 | 10:42:17 | 016ms | ||
| ActualActual (ISDA) day count convention |
20: Miscellaneous calculation
start date=2008-02-29, end date=2008-03-31, day count fraction=0.084699454 |
3 | 10:42:17 | 018ms |