CapeTools DayCount Enums

CapeTools DayCount Enums

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In total there are 10 functions present within the CapeTools DayCount Enums category of functions.

General Description

Functions to retrieve string versions of DayCount enumeration types.

These functions are mainly for the benefit of Excel users as enumeration objects has no as yet been exposed out to this platform. One can type these enumeration values directly into function parameters but using these functions ensure that a typo has not occurred.

All enumeration string types are case-insensitive.

Function list.

DCActActAFB - The AFB ActualActual DayCounter convention, also known as 'Actual/Actual (Euro)' or 'actual/365 (actual)'.
DCActActBond - The ISMA and US ActualActual DayCounter Treasury convention, also known as 'Actual/Actual (Bond)'.
DCActActISDA - The ISDA ActualActual DayCounter convention, also known as 'Actual/Actual (Historical)', 'Actual/Actual', 'Act/Act', and according to ISDA also 'Actual/365', 'Act/365', and 'A/365'.
DCActual360 - Actual 360 day DayCounter also known as 'Act/360', or 'A/360'.
DCActual365Fixed - Actual/365 (Fixed) day count convention also know as 'Act/365 (Fixed)', 'A/365 (Fixed)', or 'A/365F'.
DCThirty360 - Thirty360 US (NASD) DayCounter convention.
DCThirty360IT - Thirty360 Italian DayCounter.
DCThirtyE360 - Thirty European 360 BondBasis day DayCounter.
DCone - One day DayCounter (1/1).
DCsimple - Simple DayCounter.