Known day count conventions and how to make them.

Description

Allowed values

  • ACT365, ACT365F - Actual 365 Fixed - The number of days over 365.
  • 30360EU - The 30/360 convention with European adjustments.
  • ACTACT - Actual/actual
  • ACT360 - Actual/360 - The number of days over 360.

a Business252 convention cannot be made directly from a string since it needs a calendar. In this is required use CreateBusiness252DayCount.