ddvzwzjm/isda-day-count-convention

Calculate dates difference according to ISDA specification with PHP

1.0.0 2018-10-09 16:58 UTC

Requires (Dev)

• phpunit/phpunit: ^7.4

MIT

• Oleksandr Erm

README

Calculate dates difference according to ISDA specification https://www.isda.org/a/aqMDE/2000-ISDA-Definitions-and-Annex.pdf

Usage

Install it from packagist

composer install ddvzwzjm/isda-day-count-convention

Use it in your code

$beginDate = new \DateTime('2007-02-28');
$endDate = new \DateTime('2007-03-31');

print ISDA::dateDiff30360($beginDate, $endDate); // 33 days
print ISDA::dateDiff30E360Isda($beginDate, $endDate); // 30 days
print ISDA::dateDiff30E360Eurobond($beginDate, $endDate); // 32 days
print ISDA::dateDiffActual360($beginDate, $endDate); // 31 days