Home > Date And Time > Year fractions computation > Thirty360 (Bond Basis) day count convention > Miscellaneous calculation
Report generated 11-04-2023 10:42

Thirty360 (bond Basis) Day Count Convention

  Windows   Thirty360 Bond Basis   Day Count Convention

Miscellaneous calculation

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 2006-01-31 2006-02-28 0.077777778
2 2006-01-30 2006-02-28 0.077777778
3 2006-02-28 2006-03-03 0.013888889
4 2006-02-14 2006-02-28 0.038888889
5 2006-09-30 2006-10-31 0.083333333
6 2006-10-31 2006-11-28 0.077777778
7 2007-08-31 2008-02-28 0.494444444
8 2008-02-28 2008-08-28 0.500000000
9 2008-02-28 2008-08-30 0.505555556
10 2008-02-28 2008-08-31 0.508333333
11 2007-02-28 2008-02-28 1.000000000
12 2007-02-28 2008-02-29 1.002777778
13 2008-02-29 2009-02-28 0.997222222
14 2008-02-29 2008-03-30 0.086111111
15 2008-02-29 2008-03-31 0.088888889
Steps Outcome
1: Miscellaneous calculation ({start date=2006-01-31, end date=2006-02-28, day count fraction=0.077777778})
SUCCESS 019ms
2: Miscellaneous calculation ({start date=2006-01-30, end date=2006-02-28, day count fraction=0.077777778})
SUCCESS 022ms
3: Miscellaneous calculation ({start date=2006-02-28, end date=2006-03-03, day count fraction=0.013888889})
SUCCESS 028ms
4: Miscellaneous calculation ({start date=2006-02-14, end date=2006-02-28, day count fraction=0.038888889})
SUCCESS 034ms
5: Miscellaneous calculation ({start date=2006-09-30, end date=2006-10-31, day count fraction=0.083333333})
SUCCESS 036ms
6: Miscellaneous calculation ({start date=2006-10-31, end date=2006-11-28, day count fraction=0.077777778})
SUCCESS 022ms
7: Miscellaneous calculation ({start date=2007-08-31, end date=2008-02-28, day count fraction=0.494444444})
SUCCESS 021ms
8: Miscellaneous calculation ({start date=2008-02-28, end date=2008-08-28, day count fraction=0.500000000})
SUCCESS 021ms
9: Miscellaneous calculation ({start date=2008-02-28, end date=2008-08-30, day count fraction=0.505555556})
SUCCESS 020ms
10: Miscellaneous calculation ({start date=2008-02-28, end date=2008-08-31, day count fraction=0.508333333})
SUCCESS 018ms
11: Miscellaneous calculation ({start date=2007-02-28, end date=2008-02-28, day count fraction=1.000000000})
SUCCESS 019ms
12: Miscellaneous calculation ({start date=2007-02-28, end date=2008-02-29, day count fraction=1.002777778})
SUCCESS 020ms
13: Miscellaneous calculation ({start date=2008-02-29, end date=2009-02-28, day count fraction=0.997222222})
SUCCESS 018ms
14: Miscellaneous calculation ({start date=2008-02-29, end date=2008-03-30, day count fraction=0.086111111})
SUCCESS 017ms
15: Miscellaneous calculation ({start date=2008-02-29, end date=2008-03-31, day count fraction=0.088888889})
SUCCESS 026ms
SUCCESS 0.42s
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