DCThirty360





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CapeTools DayCount Enums function list

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Thirty360 US (NASD) DayCounter convention.

If the starting date is the 31st of a month, it becomes equal to the 30th of the same month.

If the ending date is the 31st of a month and the starting date is earlier than the 30th of a month, the ending date becomes equal to the 1st of the next month, otherwise the ending date becomes equal to the 30th of the same month.

Also known as '30/360', '360/360', or 'Bond Basis'.



Note: Within Excel, the function is named - CT.DC.Thirty360.US




Extended information

Function Syntax

VB Syntax


String CTDayCountEnums.DCThirty360()


Excel Spreadsheet Syntax


=CT.DC.Thirty360.US()


C++ Syntax


static std::string DCThirty360();


DotNET Syntax


System.String CTDayCountEnums.DCThirty360();


The following is a sample output from executing the DCThirty360() function call
Note : Dates are displayed as serial dates.


30360


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