Daml.Finance.Claims.Util.Date¶
Data Types¶
- type O
- = Observation Date Decimal Observable
Functions¶
- convertImplicitDcfToActualDcf
: O -> SchedulePeriod -> Bool -> PeriodicSchedule -> DayCountConventionEnum -> O
Calculate a conversion factor if the dcf used for a floating rate compounded index does not match the dcf used for an instrument.