Analytics DayCount Convention

[lakshmiDRIP]

Convention contains flags that indicate where the holidays are loaded from, as well as the holiday types and load rules. It exports the following date related functionality:

• Add business days according to the specified calendar
• The Year Fraction between any 2 days given the day count type and the holiday calendar
• Adjust/roll to the next working day according to the adjustment rule
• Holiday Functions - is the given day a holiday/business day, the number and the set of holidays/business days between 2 days.
• Calendars and Day counts - Available set of day count conventions and calendars, and the weekend days corresponding to a given calendar.