Re:yearFraction function

[enrico.michelotti]

Which convention dou you use?
Some proble can arise with ActAct convention with bond basis
(since the daycounter tries to infer the bond schedule from the two dates and convert that period into months.
But obviously it fails.
Also the 30/360 can creates some problems, since 30 and 31 are the same in that convention.
enrico


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