Day Count Convention

A lightweight Python implementation of financial day count conventions, providing an alternative to QuantLib for calculating days and years between dates in financial applications. pandas is the only dependency.

Features

Functions:

• day_count(): Calculates the number of days between two dates
• year_count(): Calculates the fraction of years between two dates

Supporting Type:

• 0: actual/actual
• 1: 30/360 (SIA)
• 2: actual/360
• 3: actual/365
• 4: 30/360 (PSA)
• 5: 30/360 (ISDA)
• 6: 30/360 (European)
• 7: actual/365 (Japanese)

Examples

import pandas as pd
from daycount import day_count, year_count

t1 = pd.to_datetime("2025-09-10") 
t2 = pd.to_datetime("2027-12-15") 
No_days = day_count(t1, t2, basis=0) 
No_years = year_count(t1, t2, basis=0)

Reference

https://www.mathworks.com/help/fininst/day-count-basis.html