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Day Count Convention Lookup
If you are looking for a specific Day Cont Convention,
you can use this online tool by entering a related keyword.
✍: FYIcenter.com
Search result provided by FYIcenter.com:
Day Count Convention: 30/360 US
Aliases: 30/360 US, 30U/360, 30US/360, 30/360 SIA
Usage: US agency and corporate bonds
Rules:
T1 = (Y1,M1,D1): Starting date (inclusive)
T2 = (Y2,M2,D2): Ending date (exclusive)
Day_Count_Factor(Y1,M1,D1,Y2,M2,D2)
= DiR(Y1,M1,D1,Y2,M2,D2) / DiY(Y1,M1,D1,Y2,M2,D2)
DiR(Y1,M1,D1,Y2,M2,D2) = 360×(Y2-Y1) + 30×(M2-M1) + (D2-D1)
where D1 and D2 are adjusted sequentially as below:
If interest scheduled to be paid on EOM:
If T1 is EOM of February:
Set D1 to 30
If T2 is EOM of February, set D2 to 30
If D1 = 31, set D1 = 30;
If D2 = 31 and D1 > 29, set D2 = 30.
DiY(Y1,M1,D1,Y2,M2,D2) = 360
For more details, see our 30/360 US Tutorials.
References:
⇒ Tools on US Treasury Securities
2026-02-14, ∼981🔥, 0💬
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