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:
© 2026.
EPAM Systems. All Rights Reserved.
All material contained within the website is copyright of EPAM Systems, Inc. No material contained herein can be copied or otherwise used without the express permission of the copyright holder.