DayCountConvention

DayCountConvention

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

Details

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

Examples

Basic Examples  (2)

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

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

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

Wolfram Research (2012), DayCountConvention, Wolfram Language function, https://reference.wolfram.com/language/ref/DayCountConvention.html.

Text

Wolfram Research (2012), DayCountConvention, Wolfram Language function, https://reference.wolfram.com/language/ref/DayCountConvention.html.

BibTeX

@misc{reference.wolfram_2021_daycountconvention, author="Wolfram Research", title="{DayCountConvention}", year="2012", howpublished="\url{https://reference.wolfram.com/language/ref/DayCountConvention.html}", note=[Accessed: 04-December-2021 ]}

BibLaTeX

@online{reference.wolfram_2021_daycountconvention, organization={Wolfram Research}, title={DayCountConvention}, year={2012}, url={https://reference.wolfram.com/language/ref/DayCountConvention.html}, note=[Accessed: 04-December-2021 ]}

CMS

Wolfram Language. 2012. "DayCountConvention." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/DayCountConvention.html.

APA

Wolfram Language. (2012). DayCountConvention. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/DayCountConvention.html