Class DayCountConvention

Namespace

Balsam.MoneyManagement

Assembly

Balsam.Backtester.dll

A static class with day count conventions for short-term interest rates for various countries.

public static class DayCountConvention

Inheritance

object

DayCountConvention

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Fields

AUD

Australian Dollar

public static readonly double AUD

Field Value

double

CAD

Canadian Dollar

public static readonly double CAD

Field Value

double

CHF

Swiss Franc

public static readonly double CHF

Field Value

double

DKK

Danisk Kroner

public static readonly double DKK

Field Value

double

EUR

Euro currency

public static readonly double EUR

Field Value

double

GBP

British Pound

public static readonly double GBP

Field Value

double

HKD

Hong Kong Dollar

public static readonly double HKD

Field Value

double

HUF

Hungarian Florint

public static readonly double HUF

Field Value

double

ILS

Israeli Shekel

public static readonly double ILS

Field Value

double

INR

Indian Rupee

public static readonly double INR

Field Value

double

JPY

Japanese Yen

public static readonly double JPY

Field Value

double

KRW

South Korean Won

public static readonly double KRW

Field Value

double

NOK

Norwegian Krone

public static readonly double NOK

Field Value

double

NZD

New Zealand Dollar

public static readonly double NZD

Field Value

double

SEK

Swedisk Krona

public static readonly double SEK

Field Value

double

SGD

Singapore Dollar

public static readonly double SGD

Field Value

double

USD

United States Dollar

public static readonly double USD

Field Value

double

ZAR

South African Rand

public static readonly double ZAR

Field Value

double

Methods

GetDayCount(string)

Returns the day count convention for the specified currency.

public static double GetDayCount(string currencyCode)

Parameters

currencyCode string

A three letter ISO country code.

Returns

double