Home > Date And Time > Year fractions computation > Thirty360 (Bond Basis) day count convention > The end dates include some end-February dates
Report generated 11-04-2023 10:42

Thirty360 (bond Basis) Day Count Convention

  Windows   Thirty360 Bond Basis   Day Count Convention

The end dates include some end-February dates

Scenario Outline

Given the dates <start date> and <end date>
When the Thirty360(BondBasis) day count convention is used
Then the year fraction should be <day count fraction>

Examples: 

# Start Date End Date Day Count Fraction
1 2006-02-28 2006-08-31 0.508333333
2 2006-08-31 2007-02-28 0.494444444
3 2007-02-28 2007-08-31 0.508333333
4 2007-08-31 2008-02-29 0.497222222
5 2008-02-29 2008-08-31 0.505555556
6 2008-08-31 2009-02-28 0.494444444
7 2009-02-28 2009-08-31 0.508333333
8 2009-08-31 2010-02-28 0.494444444
9 2010-02-28 2010-08-31 0.508333333
10 2010-08-31 2011-02-28 0.494444444
11 2011-02-28 2011-08-31 0.508333333
12 2011-08-31 2012-02-29 0.497222222
Steps Outcome
1: The end dates include some end-February dates ({start date=2006-02-28, end date=2006-08-31, day count fraction=0.508333333})
SUCCESS 016ms
2: The end dates include some end-February dates ({start date=2006-08-31, end date=2007-02-28, day count fraction=0.494444444})
SUCCESS 015ms
3: The end dates include some end-February dates ({start date=2007-02-28, end date=2007-08-31, day count fraction=0.508333333})
SUCCESS 015ms
4: The end dates include some end-February dates ({start date=2007-08-31, end date=2008-02-29, day count fraction=0.497222222})
SUCCESS 018ms
5: The end dates include some end-February dates ({start date=2008-02-29, end date=2008-08-31, day count fraction=0.505555556})
SUCCESS 016ms
6: The end dates include some end-February dates ({start date=2008-08-31, end date=2009-02-28, day count fraction=0.494444444})
SUCCESS 017ms
7: The end dates include some end-February dates ({start date=2009-02-28, end date=2009-08-31, day count fraction=0.508333333})
SUCCESS 015ms
8: The end dates include some end-February dates ({start date=2009-08-31, end date=2010-02-28, day count fraction=0.494444444})
SUCCESS 017ms
9: The end dates include some end-February dates ({start date=2010-02-28, end date=2010-08-31, day count fraction=0.508333333})
SUCCESS 028ms
10: The end dates include some end-February dates ({start date=2010-08-31, end date=2011-02-28, day count fraction=0.494444444})
SUCCESS 029ms
11: The end dates include some end-February dates ({start date=2011-02-28, end date=2011-08-31, day count fraction=0.508333333})
SUCCESS 021ms
12: The end dates include some end-February dates ({start date=2011-08-31, end date=2012-02-29, day count fraction=0.497222222})
SUCCESS 031ms
SUCCESS 0.29s
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