pt>




<meta property="og:title" content="The years between two dates using the Actual/Actual ISDA day basis
convention — actual_actual_isda" />
<meta property="og:description" content="This calculates the years between two dates using the Actual/Actual ISDA
day basis convention. This convention counts the number of calendars
between the start and end dates. The definition of a year is contingent on
whether the year is a leap year or not. The year fraction is calculated as:
$$
  \frac{d_1}{{dy}_1} + \fra