dib {fixedincome}R Documentation

Days in base for Daycount

Description

dib returns the days in base, that is the number of days used to define one year.

Usage

dib(x)

Arguments

x

a Daycount object.

Details

The method dib returns the days in base for a daycount convention. Since we work with annual rates the days in base define the amount of days in a year used in the convention.

Value

A numeric with daycount's days in base, the number of days in a year used in the convention.

Examples

dc <- daycount("actual/360")
dib(dc)

[Package fixedincome version 0.0.5 Index]