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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: Act/Act Bond
Aliases: Act/Act Bond, Actual/Actual Bond, Act/Act ICMA, Actual/Actual ICMA, Actual/Actual, ISMA-99, Act/Act ISMA, ICM/Act
Usage: US Treasury bonds
Rules:
T1 = (Y1,M1,D1): Starting date (inclusive) T2 = (Y2,M2,D2): Ending date (exclusive) of Accrual Range T3 = (Y3,M3,D3): Ending date (exclusive) of Accrual Period Day_Count_Factor(T1,T2) = DiR(T1,T2) / DiY(T1,T2) DiR(T1,T2) = Calendar_Days(T1,T2) DiY(T1,T2) = Accrual_Frequency × Calendar_Days(T1,T3)
For more details, see our Act/Act Bond Tutorials.
References:
⇒ Tools on US Treasury Securities
2026-02-14, ∼3314🔥, 0💬
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