Home > Date And Time > Year fractions computation > Actual360 day count convention > The end dates include some end-February dates
Report generated 11-04-2023 10:42

Actual360 Day Count Convention

  Actual360   Windows   Day Count Convention

The end dates include some end-February dates

Scenario Outline

Given the dates <start date> and <end date>
When the Actual360 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 0.511111111
2 2006-08-31 2007-02-28 0.502777778
3 2007-02-28 2007-08-31 0.511111111
4 2007-08-31 2008-02-29 0.505555556
5 2008-02-29 2008-08-31 0.511111111
6 2008-08-31 2009-02-28 0.502777778
7 2009-02-28 2009-08-31 0.511111111
8 2009-08-31 2010-02-28 0.502777778
9 2010-02-28 2010-08-31 0.511111111
10 2010-08-31 2011-02-28 0.502777778
11 2011-02-28 2011-08-31 0.511111111
12 2011-08-31 2012-02-29 0.505555556
Steps Outcome
1: The end dates include some end-February dates ({start date=2006-02-28, end date=2006-08-31, day count fraction=0.511111111})
SUCCESS 016ms
2: The end dates include some end-February dates ({start date=2006-08-31, end date=2007-02-28, day count fraction=0.502777778})
SUCCESS 015ms
3: The end dates include some end-February dates ({start date=2007-02-28, end date=2007-08-31, day count fraction=0.511111111})
SUCCESS 016ms
4: The end dates include some end-February dates ({start date=2007-08-31, end date=2008-02-29, day count fraction=0.505555556})
SUCCESS 016ms
5: The end dates include some end-February dates ({start date=2008-02-29, end date=2008-08-31, day count fraction=0.511111111})
SUCCESS 015ms
6: The end dates include some end-February dates ({start date=2008-08-31, end date=2009-02-28, day count fraction=0.502777778})
SUCCESS 028ms
7: The end dates include some end-February dates ({start date=2009-02-28, end date=2009-08-31, day count fraction=0.511111111})
SUCCESS 021ms
8: The end dates include some end-February dates ({start date=2009-08-31, end date=2010-02-28, day count fraction=0.502777778})
SUCCESS 023ms
9: The end dates include some end-February dates ({start date=2010-02-28, end date=2010-08-31, day count fraction=0.511111111})
SUCCESS 026ms
10: The end dates include some end-February dates ({start date=2010-08-31, end date=2011-02-28, day count fraction=0.502777778})
SUCCESS 017ms
11: The end dates include some end-February dates ({start date=2011-02-28, end date=2011-08-31, day count fraction=0.511111111})
SUCCESS 014ms
12: The end dates include some end-February dates ({start date=2011-08-31, end date=2012-02-29, day count fraction=0.505555556})
SUCCESS 016ms
SUCCESS 0.27s
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