Modern Finance DayCount

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DayCount

Lists the six day-count bases, such as actual/365 fixed and 30/360 US.

Syntax

DAYCOUNT_ACTUAL_365_FIXED  DAYCOUNT_ACTUAL_360  DAYCOUNT_ACTUAL_ACTUAL_ISDA  DAYCOUNT_THIRTY_360_US  DAYCOUNT_THIRTY_E_360  DAYCOUNT_ACTUAL_365_25

Examples

#import "std/chrono"
#import "std/money"
using money, chrono

'' The six bases, and the case that separates the two 30/360 variants.
dim as LocalDate a = LocalDate( 2026, 1, 15 )
dim as LocalDate b = LocalDate( 2026, 3, 31 )

'' 30/360 US leaves a day-31 end alone unless the START was 30 or 31.
print DayCountDays( a, b, DAYCOUNT_THIRTY_360_US )   '' 76

'' 30E/360 turns a 31 into a 30 at BOTH ends, unconditionally.
print DayCountDays( a, b, DAYCOUNT_THIRTY_E_360 )    '' 75

'' Actual counts real days.
print DayCountDays( a, b, DAYCOUNT_ACTUAL_365_FIXED ) '' 75

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Library: Finance
Category: Finance
Documented under: Nothing Becomes A Keyword
Source: pkg/std/money/fincore.tiko in the tiko repository.