Question about ActualActual::ICMA

Posted by mudcrab on
URL: http://quantlib.414.s1.nabble.com/Question-about-ActualActual-ICMA-tp8627.html

Hi there,

I was trying to compute a year fraction with these lines of code:

Daycounter dc = ActualActual(ActualActual::ICMA);
Date d1 = Date(19,April,2013);
Date d2 = Date(22,April,2014);
Time yf = dc.yearFraction(d1,d2);

yf appears to have a value of 1.0 rather than 368.0/365.0, as I would have
expected.  Is there some issue with the daycounter, or am I just using it
incorrectly?

Thanks!


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