30_360.py

class Thirty360DayCountCalculator( DayCountCalculator ):
    """
    A month is considered of 30 days and a year is of 360 days.
    ISDA recommended method for day count is
    360(y2-y1)+30(m2-m1-1)+max(0,30-d1)+min(30,d2)
    * Take year diff
    * Take month diff + 1 month to be adjusted by date
    * Since every month is 30 and reduce d1 from it, and take
    max with 0 in case result is negative ( days to 30 )
    * days in d2, min if more than 30
    """
    @property
    def numerator(self):
        return 30

    @property
    def denominator(self):
        return 360

    def day_count(self, start, end):
        if end <= start:
            return 0
        return 360*(end.year - start.year)\
               + 30*(end.month - start.month -1)\
               + max(0, 30 - start.day)\
               + min(30, end.day)