The day count convention used in the payment stream calculations.
Code | Meaning |
---|---|
0 | 1/1 |
1 | 30/360 (30U/360 or Bond Basis) |
2 | 30/360 (SIA) |
3 | 30/360M |
4 | 30E/360 (Eurobond Basis) |
5 | 30E/360 (ISDA) |
6 | Act/360 |
7 | Act/365 (FIXED) |
8 | Act/Act (AFB) |
9 | Act/Act (ICMA) |
10 | Act/Act (ICMA Ultimo) |
11 | Act/Act (ISDA) |
12 | BUS/252 |
13 | 30E+/360 |
14 | Act/365L |
15 | NL365 |
16 | NL360 |
17 | Act/364 |
18 | 30/365 |
19 | 30/Actual |
20 | 30/360 (ICMA or basis rule) |
21 | 30E2/360 (Eurobond basis model two) |
22 | 30E3/360 (Eurobond basis model three) |
99 | Other |