Create Daycount class

daycount creates a Daycount object. It accepts the following daycount rules: actual/365, actual/360, business/252.

daycount(x, ...)

Arguments

x

a character representing a daycount rule, like: business/252, actual/365, actual/360, ...

...

additional arguments. Currently unused.

Value

A Daycount object.

Examples

dc <- daycount("actual/360")