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References
Where to find references on Day Count Conventions?
✍: FYIcenter.com
Here is a list of references on Day Count Conventions:
30/360 Bond Basis, 30E/360 Eurobond Basis, 30E/360 ISDA, isda.org - It offers a large number of day count examples on 30/360, 30E/360 and 30E/360 Day Count Conventions in an Excel file.
EMU and Market Conventions, isda.org - It provides examples to show differences between 3 Act/Act methods: ISDA, ISMA and AFB.
2006 ISDA Definitions, isda.org - It provides specifications for several Day Count Conventions: Act/Act, Act/Act ICMA, Act/365 Fixed, Act/360, 30/360, 30E/360, 30E/360 ISDA.
Day count convention, wikipedia.org - It describes several Day Count Conventions: 30/360, 30/360 US, 30E/360, 30E/360 ISDA, Act/Act ICMA, Act/Act ISDA, Act/365F, Act/360, Act/364, Act/365L, Act/Act AFB
Bond Calculator Guide, cbonds.com - It includes a section describing several Day Count Conventions: 30E/360 ISDA, 30/360, 30/360 US, 30E+/360, 30E/360, Act/360, Act/365A, Act/365F, Act/365L, Act/Act, Act/Act ISMA, Act/364, NL/365, BD/252, Act/366.
30/360 (and other methods), deriscope.com - It describes several Day Count Conventions: 30/360 US, 30/360, 30E/360 ISDA, 30/360 NASD, 30/365, 30E/360, 30IT/360, Act/360, Act/364, Act/365CA, Act/365F, Act/Act, Act/Act AFB, Act/Act ICMA, Bus/252, NL/365.
Day Count Conventions, treasurysystems.com - It describes several Day Count Conventions: Act/Act ISDA, Act/Act ICMA, Act/365F, 30/360, 30E/360, 30/360 US, 30/360E ISDA, 30E+/360, Act/365, Act/365A, Act/365L, NL/365, 30E/360 ISDA.
(Day Count) Basis, mathworks.com - Act/Act, 30/360 SIA, Act/360, Act/365, 30/360 PSA, 30/360 ISDA, 30E/360, Act/365 Japanese, Act/Act ICMA, Act/360 ICMA, Act/365 ICMA, 30/360 ICMA, Act/365 ISDA, Bus/252.
2026-02-13, ∼223🔥, 0💬
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