Model Details

DayCount

The number of days in the month and year convention to be followed for the given asset.


Possible enumeration values:

Name

Value

Documentation

ACT_ACT

1

ACT_365

2

ACT_365Japanese

3

ACT_365ISDA

4

ACT_360

5

_30_360

6

_30_360ISDA

7

_30_360PSA

8

_30_360SIA

9

_30E_360

10

_30E__360

11

_30_360ISMA

12

Pro_Rate

13

ACT_365Fixed

14

_30_365

15

_30_366

16