5.105 timefactor

Function File: [tf dip dib] = timefactor(d1, d2, basis)

Compute the time factor for a specific time period and day count basis.
Depending on day count basis, the time factor is evaluated as (days in period) / (days in year)

Input and output variables:

• d1: number of days until first date (scalar)
• d2: number of days until second date (scalar)
• basis: day-count basis (scalar or string)
• df: OUTPUT: discount factor (scalar)
• dip: OUTPUT: days in period (nominator of time factor) (scalar)
• dib: OUTPUT: days in base (denominator of time factor) (scalar)

See also: discount_factor, yeardays, get_basis.