rlquantdata 0.1.0__py3-none-any.whl

src/rlquantdata/DateUtilities/Date.py

@@ -0,0 +1,427 @@
+# -*- coding: utf-8 -*-
+
+import datetime as dt
+from math import floor
+
+import six
+from src.rlquantdata.DateUtilities.Date_enum import TimeUnits
+from src.rlquantdata.DateUtilities.Asserts import require
+from src.rlquantdata.DateUtilities.Period import Period
+
+
+def _monthLength(month, isLeap: bool):
+    return _MonthLeapLength[month - 1] if isLeap else _MonthLength[month - 1]
+
+
+def _monthOffset(month, isLeap):
+    return _MonthLeapOffset[month - 1] if isLeap else _MonthOffset[month - 1]
+
+
+def _advance(date, n, units):
+    d: int
+    m: int
+    y: int
+    addedYear: int
+    monthLeft: int
+    length: int
+    leapFlag: int
+
+    if units == TimeUnits.Days or units == TimeUnits.BDays:
+        return Date(serialNumber=date.__serialNumber__ + n)
+    elif units == TimeUnits.Weeks:
+        return Date(serialNumber=date.__serialNumber__ + 7 * n)
+    elif units == TimeUnits.Months:
+        d = date._day
+        m = date._month + n
+        y = date._year
+        addedYear = int(floor(m / 12.))
+        monthLeft = m % 12
+        if monthLeft == 0:
+            monthLeft = 12
+            addedYear -= 1
+        y += addedYear
+        leapFlag = Date.isLeap(y)
+
+        require(1900 < y < 2200, ValueError, 'year {0:d} is out of bound. It must be in [1901, 2199]'.format(y))
+
+        length = _MonthLeapLength[monthLeft - 1] if leapFlag else _MonthLength[monthLeft - 1]
+        if d > length:
+            d = length
+
+        return Date(y, monthLeft, d)
+    elif units == TimeUnits.Years:
+        d = date._day
+        m = date._month
+        y = date._year + n
+        leapFlag = Date.isLeap(y)
+
+        if y <= 1900 or y >= 2200:
+            return Date(1900, 1, 1)
+
+        if d == 29 and m == 2 and not leapFlag:
+            d = 28
+
+        return Date(y, m, d)
+
+
+class Date(object):
+    def __init__(self, year=0, month=0, day=0, serialNumber=0):
+        leap: bool
+        y: int
+        m: int
+        d: int
+
+        if serialNumber:
+            self.__serialNumber__ = serialNumber
+
+            y = (int(serialNumber / 365)) + 1900
+            if serialNumber <= _YearOffset[y - 1900]:
+                y -= 1
+
+            d = serialNumber - _YearOffset[y - 1900]
+            m = int(d / 30) + 1
+            leap = Date.isLeap(y)
+            while d <= _monthOffset(m, leap):
+                m -= 1
+
+            require(1900 < y < 2200, ValueError, 'year {0:d} is out of bound. It must be in [1901, 2199]'.format(y))
+            self._year = y
+            self._month = m
+            self._day = d - _monthOffset(m, leap)
+            return
+        elif serialNumber and (year or month or day):
+            raise ValueError("When serial number is offered, no year or month or day number should be entered")
+        elif not (year and month and day):
+            raise ValueError("year: {0}, month: {1}, day: {2} can't be null value included".format(year, month, day))
+
+        self._calculate_date(year, month, day)
+
+    def dayOfMonth(self):
+        return self._day
+
+    def dayOfYear(self):
+        return self.__serialNumber__ - _YearOffset[self.year() - 1900]
+
+    def year(self):
+        return self._year
+
+    def month(self):
+        return self._month
+
+    def weekday(self):
+        w: int
+        w = self.__serialNumber__ % 7
+        return 7 if w == 0 else w
+
+    def toDateTime(self):
+        return dt.datetime(self.year(), self.month(), self.dayOfMonth())
+
+    @property
+    def serialNumber(self):
+        return self.__serialNumber__
+
+    def __lt__(self, other):
+        return self.__serialNumber__ < other.__serialNumber__
+
+    def __le__(self, other):
+        return self.__serialNumber__ <= other.__serialNumber__
+
+    def __eq__(self, other):
+        return self.__serialNumber__ == other.__serialNumber__
+
+    def __ne__(self, other):
+        return self.__serialNumber__ != other.__serialNumber__
+
+    def __gt__(self, other):
+        return self.__serialNumber__ > other.__serialNumber__
+
+    def __ge__(self, other):
+        return self.__serialNumber__ >= other.__serialNumber__
+
+    def __add__(self, period):
+        if isinstance(period, Period):
+            return _advance(self, period.length(), period.units())
+        elif isinstance(period, int):
+            return Date(serialNumber=self.__serialNumber__ + period)
+        else:
+            period = Period(period)
+            return _advance(self, period.length(), period.units())
+
+    def __sub__(self, period):
+        if isinstance(period, Period):
+            return _advance(self, -period.length(), period.units())
+        elif isinstance(period, int):
+            return Date(serialNumber=self.__serialNumber__ - period)
+        elif isinstance(period, Date):
+            return self.__serialNumber__ - period.__serialNumber__
+        else:
+            period = Period(period)
+            return _advance(self, -period.length(), period.units())
+
+    def __hash__(self):
+        return self.__serialNumber__
+
+    def __str__(self):
+        d: int
+        m: int
+        y: int
+        d = self.dayOfMonth()
+        m = self.month()
+        y = self.year()
+        return "{0:d}-{1:02d}-{2:02d}".format(y, m, d)
+
+    def __repr__(self):
+        d: int
+        m: int
+        y: int
+        d = self.dayOfMonth()
+        m = self.month()
+        y = self.year()
+        return "Date({0:d}, {1:d}, {2:d})".format(y, m, d)
+
+    @staticmethod
+    def minDate():
+        return Date(1901, 1, 1)
+
+    @staticmethod
+    def maxDate():
+        return Date(2199, 12, 31)
+
+    @staticmethod
+    def endOfMonth(date):
+        m: int
+        y: int
+        m = date.month()
+        y = date.year()
+        return Date(y, m, _monthLength(m, Date.isLeap(y)))
+
+    @staticmethod
+    def isEndOfMonth(date):
+        m: int
+        y: int
+        m = date.month()
+        y = date.year()
+        return date.dayOfMonth() == _monthLength(m, Date.isLeap(y))
+
+    @staticmethod
+    def nextWeekday(date, dayOfWeek):
+        wd = date.weekday()
+        return date + ((7 if wd > dayOfWeek else 0) - wd + dayOfWeek)
+
+    @staticmethod
+    def nthWeekday(nth, dayOfWeek, m, y):
+        require(nth > 0, ValueError, "zeroth day of week in a given (month, year) is undefined")
+        require(nth < 6, ValueError, "no more than 5 weekday in a given (month, year)")
+
+        skip: int
+        first: int
+
+        first = Date(y, m, 1).weekday()
+        skip = nth - (1 if dayOfWeek >= first else 0)
+        return Date(y, m, (1 + dayOfWeek + skip * 7) - first)
+
+    @staticmethod
+    def todaysDate():
+        today = dt.date.today()
+        return Date(today.year, today.month, today.day)
+
+    @staticmethod
+    def isLeap(year):
+        return _YearIsLeap[year - 1900]
+
+    @staticmethod
+    def fromExcelSerialNumber(serialNumber):
+        return Date(serialNumber=serialNumber)
+
+    @staticmethod
+    def fromDateTime(dateTime):
+        return Date(dateTime.year, dateTime.month, dateTime.day)
+
+    @staticmethod
+    def parseISO(dateStr):
+        return Date(int(dateStr[0:4]), int(dateStr[5:7]), int(dateStr[8:10]))
+
+    @staticmethod
+    def strptime(dateStr, dateFormat='%Y-%m-%d'):
+        pydt = dt.datetime.strptime(dateStr, dateFormat)
+        return Date(pydt.year, pydt.month, pydt.day)
+
+    @staticmethod
+    def westernStyle(day, month, year):
+        return Date(year, month, day)
+
+    def __deepcopy__(self, memo):
+        return Date(self._year, self._month, self._day)
+
+    def __reduce__(self):
+        d = {}
+
+        return Date, (self._year, self._month, self._day), d
+
+    def __setstate__(self, state):
+        pass
+
+    def _calculate_date(self, year, month, day):
+        length: int
+        offset: int
+        isLeap: bool
+
+        isLeap = Date.isLeap(year)
+
+        length = _monthLength(month, isLeap)
+        offset = _monthOffset(month, isLeap)
+
+        self.__serialNumber__ = day + offset + _YearOffset[year - 1900]
+        self._day = day
+        self._month = month
+        self._year = year
+
+
+def check_date(date):
+    if isinstance(date, six.string_types):
+        return Date.parseISO(date)
+    else:
+        return Date.fromDateTime(date)
+
+
+_YearIsLeap = [
+    # 1900 is leap in agreement with Excel's bug
+    # 1900 is out of valid date range anyway
+    # 1900-1909
+    True, False, False, False, True, False, False, False, True, False,
+    # 1910-1919
+    False, False, True, False, False, False, True, False, False, False,
+    # 1920-1929
+    True, False, False, False, True, False, False, False, True, False,
+    # 1930-1939
+    False, False, True, False, False, False, True, False, False, False,
+    # 1940-1949
+    True, False, False, False, True, False, False, False, True, False,
+    # 1950-1959
+    False, False, True, False, False, False, True, False, False, False,
+    # 1960-1969
+    True, False, False, False, True, False, False, False, True, False,
+    # 1970-1979
+    False, False, True, False, False, False, True, False, False, False,
+    # 1980-1989
+    True, False, False, False, True, False, False, False, True, False,
+    # 1990-1999
+    False, False, True, False, False, False, True, False, False, False,
+    # 2000-2009
+    True, False, False, False, True, False, False, False, True, False,
+    # 2010-2019
+    False, False, True, False, False, False, True, False, False, False,
+    # 2020-2029
+    True, False, False, False, True, False, False, False, True, False,
+    # 2030-2039
+    False, False, True, False, False, False, True, False, False, False,
+    # 2040-2049
+    True, False, False, False, True, False, False, False, True, False,
+    # 2050-2059
+    False, False, True, False, False, False, True, False, False, False,
+    # 2060-2069
+    True, False, False, False, True, False, False, False, True, False,
+    # 2070-2079
+    False, False, True, False, False, False, True, False, False, False,
+    # 2080-2089
+    True, False, False, False, True, False, False, False, True, False,
+    # 2090-2099
+    False, False, True, False, False, False, True, False, False, False,
+    # 2100-2109
+    False, False, False, False, True, False, False, False, True, False,
+    # 2110-2119
+    False, False, True, False, False, False, True, False, False, False,
+    # 2120-2129
+    True, False, False, False, True, False, False, False, True, False,
+    # 2130-2139
+    False, False, True, False, False, False, True, False, False, False,
+    # 2140-2149
+    True, False, False, False, True, False, False, False, True, False,
+    # 2150-2159
+    False, False, True, False, False, False, True, False, False, False,
+    # 2160-2169
+    True, False, False, False, True, False, False, False, True, False,
+    # 2170-2179
+    False, False, True, False, False, False, True, False, False, False,
+    # 2180-2189
+    True, False, False, False, True, False, False, False, True, False,
+    # 2190-2199
+    False, False, True, False, False, False, True, False, False, False,
+    # 2200
+    False
+]
+
+_YearOffset = [
+    # 1900-1909
+    0, 366, 731, 1096, 1461, 1827, 2192, 2557, 2922, 3288,
+    # 1910-1919
+    3653, 4018, 4383, 4749, 5114, 5479, 5844, 6210, 6575, 6940,
+    # 1920-1929
+    7305, 7671, 8036, 8401, 8766, 9132, 9497, 9862, 10227, 10593,
+    # 1930-1939
+    10958, 11323, 11688, 12054, 12419, 12784, 13149, 13515, 13880, 14245,
+    # 1940-1949
+    14610, 14976, 15341, 15706, 16071, 16437, 16802, 17167, 17532, 17898,
+    # 1950-1959
+    18263, 18628, 18993, 19359, 19724, 20089, 20454, 20820, 21185, 21550,
+    # 1960-1969
+    21915, 22281, 22646, 23011, 23376, 23742, 24107, 24472, 24837, 25203,
+    # 1970-1979
+    25568, 25933, 26298, 26664, 27029, 27394, 27759, 28125, 28490, 28855,
+    # 1980-1989
+    29220, 29586, 29951, 30316, 30681, 31047, 31412, 31777, 32142, 32508,
+    # 1990-1999
+    32873, 33238, 33603, 33969, 34334, 34699, 35064, 35430, 35795, 36160,
+    # 2000-2009
+    36525, 36891, 37256, 37621, 37986, 38352, 38717, 39082, 39447, 39813,
+    # 2010-2019
+    40178, 40543, 40908, 41274, 41639, 42004, 42369, 42735, 43100, 43465,
+    # 2020-2029
+    43830, 44196, 44561, 44926, 45291, 45657, 46022, 46387, 46752, 47118,
+    # 2030-2039
+    47483, 47848, 48213, 48579, 48944, 49309, 49674, 50040, 50405, 50770,
+    # 2040-2049
+    51135, 51501, 51866, 52231, 52596, 52962, 53327, 53692, 54057, 54423,
+    # 2050-2059
+    54788, 55153, 55518, 55884, 56249, 56614, 56979, 57345, 57710, 58075,
+    # 2060-2069
+    58440, 58806, 59171, 59536, 59901, 60267, 60632, 60997, 61362, 61728,
+    # 2070-2079
+    62093, 62458, 62823, 63189, 63554, 63919, 64284, 64650, 65015, 65380,
+    # 2080-2089
+    65745, 66111, 66476, 66841, 67206, 67572, 67937, 68302, 68667, 69033,
+    # 2090-2099
+    69398, 69763, 70128, 70494, 70859, 71224, 71589, 71955, 72320, 72685,
+    # 2100-2109
+    73050, 73415, 73780, 74145, 74510, 74876, 75241, 75606, 75971, 76337,
+    # 2110-2119
+    76702, 77067, 77432, 77798, 78163, 78528, 78893, 79259, 79624, 79989,
+    # 2120-2129
+    80354, 80720, 81085, 81450, 81815, 82181, 82546, 82911, 83276, 83642,
+    # 2130-2139
+    84007, 84372, 84737, 85103, 85468, 85833, 86198, 86564, 86929, 87294,
+    # 2140-2149
+    87659, 88025, 88390, 88755, 89120, 89486, 89851, 90216, 90581, 90947,
+    # 2150-2159
+    91312, 91677, 92042, 92408, 92773, 93138, 93503, 93869, 94234, 94599,
+    # 2160-2169
+    94964, 95330, 95695, 96060, 96425, 96791, 97156, 97521, 97886, 98252,
+    # 2170-2179
+    98617, 98982, 99347, 99713, 100078, 100443, 100808, 101174, 101539, 101904,
+    # 2180-2189
+    102269, 102635, 103000, 103365, 103730, 104096, 104461, 104826, 105191, 105557,
+    # 2190-2199
+    105922, 106287, 106652, 107018, 107383, 107748, 108113, 108479, 108844, 109209,
+    # 2200
+    109574
+]
+
+_MonthLength = [31, 28, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31]
+_MonthLeapLength = [31, 29, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31]
+
+_MonthOffset = [0, 31, 59, 90, 120, 151,  # Jan - Jun
+                181, 212, 243, 273, 304, 334,  # Jun - Dec
+                365]
+_MonthLeapOffset = [0, 31, 60, 91, 121, 152,  # Jan - Jun
+                    182, 213, 244, 274, 305, 335,  # Jun - Dec
+                    366]

src/rlquantdata/DateUtilities/DateUtilities.py

@@ -0,0 +1,86 @@
+# -*- coding: utf-8 -*-
+
+from src.rlquantdata.DateUtilities import Schedule
+from src.rlquantdata.DateUtilities import check_period
+from src.rlquantdata.DateUtilities.Calendar import Calendar
+from src.rlquantdata.DateUtilities.Date import Date, check_date
+from src.rlquantdata.DateUtilities.Date_enum import BizDayConventions, DateGeneration, TimeUnits
+
+
+def isBizDay(holidayCenter, ref):
+    cal = Calendar(holidayCenter)
+    ref = check_date(ref)
+    return cal.isBizDay(ref)
+
+
+def datesList(fromDate, toDate):
+    fromDate = check_date(fromDate)
+    toDate = check_date(toDate)
+    return [Date.fromExcelSerialNumber(serial).toDateTime() for serial in
+            range(fromDate.serialNumber, toDate.serialNumber + 1)]
+
+
+def bizDatesList(holidayCenter, fromDate, toDate):
+    cal = Calendar(holidayCenter)
+    fromDate = check_date(fromDate)
+    toDate = check_date(toDate)
+    return [d.toDateTime() for d in cal.bizDatesList(fromDate, toDate)]
+
+
+def holDatesList(holidayCenter, fromDate, toDate, includeWeekend=True):
+    cal = Calendar(holidayCenter)
+    fromDate = check_date(fromDate)
+    toDate = check_date(toDate)
+    return [d.toDateTime() for d in cal.holDatesList(fromDate, toDate, includeWeekend)]
+
+
+def advanceDate(referenceDate, period):
+    d = check_date(referenceDate) + period
+    return d.toDateTime()
+
+
+def adjustDateByCalendar(holidayCenter, referenceDate, convention=BizDayConventions.Following):
+    cal = Calendar(holidayCenter)
+    refer = check_date(referenceDate)
+    return cal.adjustDate(refer, convention).toDateTime()
+
+
+def advanceDateByCalendar(holidayCenter, referenceDate, period, convention=BizDayConventions.Following):
+    cal = Calendar(holidayCenter)
+    refer = check_date(referenceDate)
+    period = check_period(period)
+    return cal.advanceDate(refer, period, convention).toDateTime()
+
+
+def nthWeekDay(nth, dayOfWeek, month, year):
+    date = Date.nthWeekday(nth, dayOfWeek, month, year)
+    return date.toDateTime()
+
+
+def makeSchedule(firstDate,
+                 endDate,
+                 tenor,
+                 calendar='NullCalendar',
+                 dateRule=BizDayConventions.Following,
+                 dateGenerationRule=DateGeneration.Forward):
+    cal = Calendar(calendar)
+    firstDate = check_date(firstDate)
+    endDate = check_date(endDate)
+    tenor = check_period(tenor)
+
+    if tenor.units() == TimeUnits.BDays:
+        schedule = []
+        if dateGenerationRule == DateGeneration.Forward:
+            d = cal.adjustDate(firstDate, dateRule)
+            while d <= endDate:
+                schedule.append(d)
+                d = cal.advanceDate(d, tenor, dateRule)
+        elif dateGenerationRule == DateGeneration.Backward:
+            d = cal.adjustDate(endDate, dateRule)
+            while d >= firstDate:
+                schedule.append(d)
+                d = cal.advanceDate(d, -tenor, dateRule)
+            schedule = sorted(schedule)
+    else:
+        schedule = Schedule(firstDate, endDate, tenor, cal, convention=dateRule, dateGenerationRule=dateGenerationRule)
+    return [d.toDateTime() for d in schedule]

src/rlquantdata/DateUtilities/Date_enum.py

@@ -0,0 +1,47 @@
+class Weekdays:
+    Sunday = 1
+    Monday = 2
+    Tuesday = 3
+    Wednesday = 4
+    Thursday = 5
+    Friday = 6
+    Saturday = 7
+
+
+class TimeUnits:
+    BDays = 0
+    Days = 1
+    Weeks = 2
+    Months = 3
+    Years = 4
+
+
+class Months:
+    January = 1
+    February = 2
+    March = 3
+    April = 4
+    May = 5
+    June = 6
+    July = 7
+    August = 8
+    September = 9
+    October = 10
+    November = 11
+    December = 12
+
+
+class BizDayConventions:
+    Following = 0
+    ModifiedFollowing = 1
+    Preceding = 2
+    ModifiedPreceding = 3
+    Unadjusted = 4
+    HalfMonthModifiedFollowing = 5
+    Nearest = 6
+
+
+class DateGeneration:
+    Zero = 0
+    Backward = 1
+    Forward = 2

src/rlquantdata/DateUtilities/DayCounter.py

@@ -0,0 +1,141 @@
+# -*- coding: utf-8 -*-
+
+from Period import Period
+from Date_enum import TimeUnits
+from Date_enum import Months
+
+
+class DayCounter(object):
+
+    def __init__(self, dcName):
+
+        dcName = dcName.lower()
+        if dcName in _dcDict:
+            self.impl_ = _dcDict[dcName]()
+        else:
+            raise ValueError('{0} is not a valid day counter name'.format(dcName))
+
+    def name(self):
+        return self.impl_.name()
+
+    def dayCount(self, d1, d2):
+        return self.impl_.dayCount(d1, d2)
+
+    def yearFraction(self, d1, d2, refPeriodStart=None, refPeriodEnd=None):
+        return self.impl_.yearFraction(d1, d2, refPeriodStart, refPeriodEnd)
+
+
+class DayCounterImpl(object):
+
+    def name(self):
+        pass
+
+    def dayCount(self, d1, d2):
+        return d2 - d1
+
+    def yearFraction(self, d1, d2, refPeriodStart, refPeriodEnd):
+        pass
+
+
+class Actual360(DayCounterImpl):
+
+    def name(self):
+        return 'Actual/360'
+
+    def yearFraction(self, d1, d2, refPeriodStart, refPeriodEnd2):
+        return float(d2 - d1) / 360.
+
+
+class Actual365Fixed(DayCounterImpl):
+
+    def name(self):
+        return 'Actual/365 (Fixed)'
+
+    def yearFraction(self, d1, d2, refPeriodStart, refPeriodEnd2):
+        return float(d2 - d1) / 365.
+
+
+class Actual365NoLeap(DayCounterImpl):
+    MonthOffset = [
+        0, 31, 59, 90, 120, 151,  # Jan - Jun
+        181, 212, 243, 273, 304, 334  # Jun - Dec
+    ]
+
+    def name(self):
+        return 'Actual/365 (NL)'
+
+    def dayCount(self, d1, d2):
+
+        s1 = d1.dayOfMonth() + self.MonthOffset[d1.month() - 1] + (d1.year() * 365)
+        s2 = d2.dayOfMonth() + self.MonthOffset[d2.month() - 1] + (d2.year() * 365)
+
+        if d1.month() == Months.Feb and d1.dayOfMonth() == 29:
+            s1 -= 1
+
+        if d2.month() == Months.Feb and d2.dayOfMonth() == 29:
+            s2 -= 1
+
+        return s2 - s1
+
+    def yearFraction(self, d1, d2, refPeriodStart, refPeriodEnd2):
+        return self.dayCount(d1, d2) / 365.
+
+
+class ActualActualISMAImpl(DayCounterImpl):
+
+    def name(self):
+        return 'Actual/Actual (ISMA)'
+
+    def yearFraction(self, d1, d2, d3, d4):
+
+        if d1 == d2:
+            return 0.
+
+        if d1 > d2:
+            return -self.yearFraction(d2, d1, d3, d4)
+
+        refPeriodStart = d3 if d3 else d1
+        refPeriodEnd = d4 if d4 else d2
+
+        months = int(0.5 + 12. * (refPeriodEnd - refPeriodStart) / 365.)
+
+        if months == 0:
+            refPeriodStart = d1
+            refPeriodEnd = d1 + '1y'
+            months = 12
+
+        period = months / 12.
+
+        if d2 <= refPeriodEnd:
+            if d1 >= refPeriodStart:
+                return period * (d2 - d1) / (refPeriodEnd - refPeriodStart)
+            else:
+                previousRef = refPeriodStart - Period(length=months, units=TimeUnits.Months)
+
+                if d2 > refPeriodStart:
+                    return self.yearFraction(d1, refPeriodStart, previousRef, refPeriodStart) \
+                           + self.yearFraction(refPeriodStart, d2, refPeriodStart, refPeriodEnd)
+                else:
+                    return self.yearFraction(d1, d2, previousRef, refPeriodStart)
+
+        else:
+            sum = self.yearFraction(d1, refPeriodEnd, refPeriodStart, refPeriodEnd)
+            i = 0
+            while True:
+                newRefStart = refPeriodEnd + Period(length=i*months, units=TimeUnits.Months)
+                newRefEnd = refPeriodEnd + Period(length=(i+1)*months, units=TimeUnits.Months)
+
+                if d2 < newRefEnd:
+                    break
+                else:
+                    sum += period
+                    i += 1
+
+            sum += self.yearFraction(newRefStart, d2, newRefStart, newRefEnd)
+            return sum
+
+
+_dcDict = {'actual/360': Actual360,
+           'actual/365 (fixed)': Actual365Fixed,
+           'actual/365 (nl)': Actual365NoLeap,
+           'actual/actual (isma)': ActualActualISMAImpl}