BUILT-IN WOLFRAM LANGUAGE SYMBOL

DayCountConvention

DayCountConvention
is an option that specifies the day count convention used by DateDifference.

DetailsDetails

  • DayCountConvention is "ActualActual" by default.
  • Possible values of DayCountConvention are: "Thirty360US", "Thirty360", "ThirtyE360", "ThirtyE360ISDA", "ThirtyEPlus360", "Actual365", "Actual360", "Actual365L", "ActualActualISDA", "ActualActualICMA".

ExamplesExamplesopen allclose all

Basic Examples  (2)Basic Examples  (2)

Compute the date difference subject to a typical bond day count:

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This is different from the number of days between the two dates:

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Day count conventions differ with respect to the count applied to the last days of the month:

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Introduced in 2012
(9.0)