QuantLib_Thirty360 (3) - Linux Man Pages
QuantLib_Thirty360: 30/360 day count convention
QuantLib::Thirty360 - 30/360 day count convention
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30/360 day count convention
The 30/360 day count can be calculated according to US, European, or Italian conventions.
US (NASD) convention: if the starting date is the 31st of a month, it becomes equal to the 30th of the same month. 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. Also known as '30/360', '360/360', or 'Bond Basis'
European convention: starting dates or ending dates that occur on the 31st of a month become equal to the 30th of the same month. Also known as '30E/360', or 'Eurobond Basis'
Italian convention: starting dates or ending dates that occur on February and are grater than 27 become equal to 30 for computational sake.
BermudanSwaption.cpp, Bonds.cpp, ConvertibleBonds.cpp, Repo.cpp, and swapvaluation.cpp.
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