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From: Kishore K. <rkr...@gm...> - 2021-02-22 20:22:51
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Hi, I am using quantlib's year fraction method in Python as below: t0 = ql_day_count.yearFraction(dt1, dt2). My day count is Actual Actual (ISMA) , I get a number that is significantly different from that in Excel. For example, dt1 is 2021-02-17 and dt2 is 2027-06-01. Quantlib returns a value of 6.25. Excel on the other hand returns a value of 6.285. I am using the basis as 1 (Actual/Actual) in Excel. I am trying to understand the difference. Would appreciate some help. Thanks Krish |