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40572 UnderlyingPaymentStreamDayCount

Type: Int

The day count convention used in the payment stream calculations.

Values

CodeMeaning
01/1
130/360 (30U/360 or Bond Basis)
230/360 (SIA)
330/360M
430E/360 (Eurobond Basis)
530E/360 (ISDA)
6Act/360
7Act/365 (FIXED)
8Act/Act (AFB)
9Act/Act (ICMA)
10Act/Act (ICMA Ultimo)
11Act/Act (ISDA)
12BUS/252
1330E+/360
14Act/365L
15NL365
16NL360
17Act/364
1830/365
1930/Actual
2030/360 (ICMA or basis rule)
2130E2/360 (Eurobond basis model two)
2230E3/360 (Eurobond basis model three)
99Other