Provably correct day-count and accrued-interest calculations TypeScript library and MCP server.
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Updated
Jul 25, 2026 - TypeScript
Provably correct day-count and accrued-interest calculations TypeScript library and MCP server.
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.
Bond accrued interest between coupon dates — ACT/ACT-ICMA (US Treasuries), 30/360, ACT/360. Zero dependencies.
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