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Common Datatype: DayCountConvention

  • Public

Updated .

 Available values for the < dayCountConvention > block are listed below:

  • EU30360
  • US30360
  • ISDA30360
  • IT30360
  • ACTUAL360
  • ACTUAL366
  • ACTUAL365FIXED
  • AFBACTUALACTUAL
  • ISDAACTUALACTUAL
  • ISMAACTUALACTUAL
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