Home > Date And Time > Year fractions computation > ActualActual (ISDA) day count convention > The start date and the end date include two leap years
Report generated 11-04-2023 10:42

Actualactual (ISDA) Day Count Convention

  Windows   Actualactual ISDA   Day Count Convention

The start date and the end date include two leap years

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 2000-01-01 2004-01-01 4.00
2 2000-01-01 2004-02-29 4.16120219
3 2000-01-01 2005-01-01 5.00
4 2000-01-01 2005-12-31 5.9972603
Steps Outcome
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})
SUCCESS 020ms
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})
SUCCESS 022ms
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})
SUCCESS 019ms
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})
SUCCESS 022ms
SUCCESS 0.11s
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