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Home / DayCount Convention Allowable Values

Home Forums General DayCount Convention Allowable Values

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  • #6739

    Sebastian
    Participant

    Hi there,
    I noticed that setting the daycount convention to “Actual/365” or “Actual/365 (fixed)” is not working (as opposed to table 13 in the ORE User Guide). Just wanted to let you know. I haven’t tested all of the allowable values, so there might be more.
    Rgds
    Sebastian

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