Where may I find documentation for the Day Count Convention actual/actual (basis value 0) from the Financial Toolbox

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Antonio Seabra
Antonio Seabra il 18 Gen 2021
Commentato: Antonio Seabra il 18 Gen 2021
Where may I find documentation for the Day Count Convention actual/actual (basis value 0 that is the default) from the Financial ToolBox? Cannot understand how the denominator is calculated. For example:
yearfrac('1 feb 2019', '1 apr 2020', 0) = (365+60)/365
yearfrac('1 mar 2019', '1 apr 2020', 0) = (366+31)/366
Thanks in advance!

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Cris LaPierre
Cris LaPierre il 18 Gen 2021
I believe it's described on the yearfrac documentation page. An explanation of the basis input is found here.

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