Home > Date And Time > Year fractions computation > ActualActual (ISDA) day count convention > The end dates include some end-February dates
Report generated 11-04-2023 10:42

Actualactual (ISDA) Day Count Convention

  Windows   Actualactual ISDA   Day Count Convention

The end dates include some end-February dates

Scenario Outline

Given the dates <start date> and <end date>
When the ActualActual(ISDA) day count convention is used
Then the year fraction should be <day count fraction>

Examples: 

# Start Date End Date Day Count Fraction
1 2006-02-28 2006-08-31 0.504109589
2 2006-08-31 2007-02-28 0.495890411
3 2007-02-28 2007-08-31 0.504109589
4 2007-08-31 2008-02-29 0.49726776
5 2008-02-29 2008-08-31 0.50273224
6 2008-08-31 2009-02-28 0.495890411
7 2009-02-28 2009-08-31 0.504109589
8 2009-08-31 2010-02-28 0.495890411
9 2010-02-28 2010-08-31 0.504109589
10 2010-08-31 2011-02-28 0.495890411
11 2011-02-28 2011-08-31 0.504109589
12 2011-08-31 2012-02-29 0.49726776
Steps Outcome
1: The end dates include some end-February dates ({start date=2006-02-28, end date=2006-08-31, day count fraction=0.504109589})
SUCCESS 022ms
2: The end dates include some end-February dates ({start date=2006-08-31, end date=2007-02-28, day count fraction=0.495890411})
SUCCESS 020ms
3: The end dates include some end-February dates ({start date=2007-02-28, end date=2007-08-31, day count fraction=0.504109589})
SUCCESS 019ms
4: The end dates include some end-February dates ({start date=2007-08-31, end date=2008-02-29, day count fraction=0.49726776})
FAILURE 034ms
5: The end dates include some end-February dates ({start date=2008-02-29, end date=2008-08-31, day count fraction=0.50273224})
SUCCESS 018ms
6: The end dates include some end-February dates ({start date=2008-08-31, end date=2009-02-28, day count fraction=0.495890411})
FAILURE 025ms
7: The end dates include some end-February dates ({start date=2009-02-28, end date=2009-08-31, day count fraction=0.504109589})
SUCCESS 020ms
8: The end dates include some end-February dates ({start date=2009-08-31, end date=2010-02-28, day count fraction=0.495890411})
SUCCESS 017ms
9: The end dates include some end-February dates ({start date=2010-02-28, end date=2010-08-31, day count fraction=0.504109589})
SUCCESS 017ms
10: The end dates include some end-February dates ({start date=2010-08-31, end date=2011-02-28, day count fraction=0.495890411})
SUCCESS 016ms
11: The end dates include some end-February dates ({start date=2011-02-28, end date=2011-08-31, day count fraction=0.504109589})
SUCCESS 016ms
12: The end dates include some end-February dates ({start date=2011-08-31, end date=2012-02-29, day count fraction=0.49726776})
FAILURE 022ms
FAILURE 0.27s
Serenity BDD version 3.6.22