The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction.
Valid values:
| '0' | OneOne |
| '1' | ThirtyThreeSixtyUS |
| '2' | ThirtyThreeSixtySIA |
| '3' | ThirtyThreeSixtyM |
| '4' | ThirtyEThreeSixty |
| '5' | ThirtyEThreeSixtyISDA |
| '6' | ActThreeSixty |
| '7' | ActThreeSixtyFiveFixed |
| '8' | ActActAFB |
| '9' | ActActICMA |
| '10' | ActActISMAUltimo |
| '11' | ActActISDA |
| '12' | BusTwoFiftyTwo |
| '13' | ThirtyEPlusThreeSixty |
| '14' | ActThreeSixtyFiveL |
| '15' | NLThreeSixtyFive |
| '16' | NLThreeSixty |
| '17' | Act364 |
| '18' | ThirtyThreeSixtyFive |
| '19' | ThirtyActual |
| '20' | ThirtyThreeSixtyICMA |
| '21' | ThirtyETwoThreeSixty |
| '22' | ThirtyEThreeThreeSixty |
| '99' | Other |
Used in: