Home > Date And Time > Year fractions computation > ActualActual (ISDA) day count convention > The end dates do not involve last day of February
Report generated 11-04-2023 10:42

Actualactual (ISDA) Day Count Convention

  Windows   Actualactual ISDA   Day Count Convention

The end dates do not involve last day of February

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 2006-08-20 2007-02-20 0.5041096
2 2007-02-20 2007-08-20 0.4958904
3 2007-08-20 2008-02-20 0.5041096
4 2008-02-20 2008-08-20 0.4972678
5 2008-08-20 2009-02-20 0.5041096
6 2009-02-20 2009-08-20 0.4958904
Steps Outcome
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})
SUCCESS 015ms
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})
SUCCESS 015ms
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})
FAILURE 036ms
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})
SUCCESS 015ms
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})
FAILURE 037ms
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})
SUCCESS 024ms
FAILURE 0.17s
Serenity BDD version 3.6.22