Daily count basis
Determines how interest accrues over time. This is also known as daily count conventions.
'ACTACT' |
= actual/actual |
'ACT360' |
= actual/360 |
'ACT365' |
= actual/365 |
'JACT365' |
= actual/365 Japanese |
'IACT365' |
= actual/365 ISDA |
'I30360' |
= 30/360 ISDA |
'P30360' |
= 30/360 PSA |
'A30360' |
= 30E+/360 |