Rust-powered collection of financial functions.
A JavaScript Functions For Date, Time, Delay, Validation And Function-Execution.
Difference between dates as a fraction of 1 year
Provably correct day-count and accrued-interest calculations TypeScript library and MCP server.
ISDA day-count conventions — 30/360, 30E/360, ACT/360, ACT/365F, ACT/ACT ISDA & ICMA. Zero dependencies.
Dates, calendars, business-day conventions and day-count fractions for financial code — no_std Rust, integer-exact, designed after QuantLib's ql/time.
Personal library for financial calculations
Business days, market calendars, day count conventions and exact interest for TypeScript. Zero dependencies, checked against QuantLib.
Financial day-count conventions in pure Python with zero dependencies: Actual/360, Actual/365F, Actual/Actual ISDA, 30/360 US, 30E/360, year fraction and accrued interest.
Day count conventions for quantitative finance.
Day-count fractions with irregular stubs in exact rationals, plus a map of where conventions disagree
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