Daml.Finance.Interface.Types.Date.DayCount¶
Data Types¶
An enum type to specify a day count convention used to calculate day count fractions. For a detailed definition of each convention, we refer to the "Method of Interest Computation Indicator" definitions in the context of the ISO-20022 standard. Where useful, we provide disambiguation comments.
Actual 360. In CDM it is called DayCountFractionEnum_ACT_360. In ISO20022 it is called A004.Actual 365 fixed. In CDM it is called DayCountFractionEnum_ACT_365_FIXED. In ISO20022 it is called A005.Actual 365NL (No Leap). It excludes any leap days from the day count in each period (exclusive-inclusive). In ISO20022 it is called A014.Actual 365L. In CDM it is called DayCountFractionEnum_ACT_365L. In ISO20022 it is called A009.Actual Actual AFB. In CDM it is called DayCountFractionEnum_ACT_ACT_AFB. In ISO20022 it is called A010.Actual Actual ISDA. In CDM it is called DayCountFractionEnum_ACT_ACT_ISDA. In ISO20022 it is called A008.Actual Actual ICMA. In CDM it is called DayCountFractionEnum_ACT_ACT_ICMA and DayCountFractionEnum_ACT_ACT_ISMA (they are identical: https://www.isda.org/2011/01/07/act-act-icma/). In ISO20022 it is called A006. Also called ISMA in the 1998 ISDA paper.1/1. In CDM it is called DayCountFractionEnum__1_1. Currently not included in ISO20022.30/360. In CDM it is called DayCountFractionEnum__30_360. In ISO20022 it is called A001. Also called 30/360 ISDA or American Basic rule.30/365. In ISO20022 it is called A002.30/360 ICMA. In CDM it is called DayCountFractionEnum__30E_360. In ISO20022 it is called A011. Also called Basic Rule. This corresponds to "30E/360" of the 2006 ISDA definitions.30E/360. In CDM it is called DayCountFractionEnum__30E_360_ISDA. In ISO20022 it is called A007. Also called Eurobond basis. This corresponds to "30E360 (ISDA)" of the 2006 ISDA definitions.30E2/360. In ISO20022 it is called A012. Also called Eurobond basis model 2.30E3/360. Currently not included in CDM. In ISO20022 it is called A013. Also called Eurobond basis model 3.instance Eq DayCountConventionEnum
instance Show DayCountConventionEnum