class_docstr: Constructs continuous forwards time series total return indices from underlying forwards contracts.
  
      
class_docstr_tok: ["Constructs","continuous","forwards","time","series","total","return","indices","from","underlying","forwards","contracts","."]
code: def get_day_count_conv(self, currency):
      if currency in market_constants.currencies_with_365_basis:
          return 365.0
  
      return 360.0
  
file_path: finmarketpy/finmarketpy/curve/fxoptionscurve.py
imports: import numpy
  import pandas
  from pandas.tseries.offsets import CustomBusinessDay, CustomBusinessMonthEnd
  from findatapy.market import Market, MarketDataRequest
  from findatapy.timeseries import Calculations, Calendar, Filter
  from findatapy.util.dataconstants import DataConstants
  from findatapy.util.fxconv import FXConv
  from finmarketpy.curve.volatility.fxoptionspricer import FXOptionsPricer
  from finmarketpy.curve.volatility.fxvolsurface import FXVolSurface
  from finmarketpy.util.marketconstants import MarketConstants
label_desc: Use image node_id 6 for calling the FXOptionsCurve obj's underlying member method code with example usage: obj.get_day_count_conv(currency) and returns: int, int