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DayCount__Name

Name refers to Name associated with a predefined convention for calculating the time interval in annual units between any two dates.
Available Name types:
30/360
US (NASD) convention
Also known as 30/360, 360/360, or Bond Basis
Calculation rule:
Let N be the number of days of the period, the length of which must be calculated, counted using the following rule:
If the ending date is the 31st of a month and the starting date is earlier than the 30th of a month, the ending date becomes equal to the 1st of the next month, otherwise the ending date becomes equal to the 30th of the same month.
L = N/360
30E/360
European convention
Also known as 30E/360, or Eurobond Basis
Calculation rule:
Let N be the number of days of the period, the length of which must be calculated, counted using the following rule:
Starting dates or ending dates that occur on the 31st of a month become equal to the 30th of the same month.
L = N/360
30IT/360
Italian convention.
Calculation rule:
Let N be the number of days of the period, the length of which must be calculated, counted using the following rule:
Starting dates or ending dates that occur on February and are greater than 27 become equal to 30 for computational shake.
L = N/360
ACT/360
Actual/360 convention, also known as Act/360, or A/360
Calculation rule:
Let N be the actual number of days of the period, the length of which must be calculated.
L = N/360
ACT/365CA
Note this convention requires the knowledge of a pair of reference dates beyond the start and end of the accrual period, which correspond to the start and end of the respective coupon period.
Calculation rule:
Let N be the actual number of days of the interest accrual period, the length of which must be calculated.
Let R be the actual number of days of the corresponding reference period, i.e. the period between the reference dates.
Let f be the annual payment frequency (or number of coupon periods per year). For example f = 2for semi-annual bonds.
We distinguish 2 cases:
i)If N < 365/f then L = N/365
ii)If N >= 365/f then the length is 1/f - (N-R)/365
The frequency f is implied from a given pair of reference dates as follows:
First the number of months m is calculated as the integer part of 0.5 + 12R/365
Then f is set equal to the integer part of 12/m
ACT/365F
Actual/365 convention, also known as Act/365 (Fixed), A/365 (Fixed), or A/365F
Calculation rule for length L
Let N be the actual number of days of the period, the length of which must be calculated.
L = N/365
Warning: According to ISDA, "Actual/365" (without "Fixed") is an alias for "Actual/Actual (ISDA)" (see ActualActual.)
If Actual/365 is not explicitly specified as fixed in an instrument specification, you might want to double-check its meaning.
ACT/ACT
The ISDA convention, also known as Actual/Actual (Historical), Actual/Actual, Actual/Actual ISDA, and according to ISDA also Actual/365, Act/365, and A/365
Calculation rule:
Let N1 be the actual number of days of the period, the length of which must be calculated, that happen to fall in a leap year
Let N2 be the actual number of days of the period, the length of which must be calculated, that happen to fall in a normal year
L = N1/366 + N2/365
ACT/ACT(AFB)
The AFB convention, also known as Actual/Actual Euro
Calculation rule:
here
ACT/ACT(ICMA)
The ISMA and US Treasury convention, also known as Actual/Actual Bond and Actual/Actual ISMA
Note this convention requires the knowledge of a pair of reference dates beyond the start and end of the accrual period, which correspond to the start and end of the respective coupon period.
Calculation rule:
here
Bus/252BR