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.
Business days, market calendars, day count conventions and exact interest for TypeScript. Zero dependencies, checked against QuantLib.
Personal library for financial calculations
Dates, calendars, business-day conventions and day-count fractions for financial code — no_std Rust, integer-exact, designed after QuantLib's ql/time.
Day count conventions for quantitative finance.
ISDA day-count conventions — 30/360, 30E/360, ACT/360, ACT/365F, ACT/ACT ISDA & ICMA. Zero dependencies.
Day-count fractions with irregular stubs in exact rationals, plus a map of where conventions disagree
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.
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