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DayCountConvention

is an option that specifies the day count convention used by DateDifference.

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DayCountConvention

DayCountConvention

is an option that specifies the day count convention used by DateDifference.

Details

  • DayCountConvention is "ActualActual" by default.
  • Possible values of DayCountConvention are: "Thirty360US", "Thirty360", "ThirtyE360", "ThirtyE360ISDA", "ThirtyEPlus360", "Actual365", "Actual360", "Actual365L", "ActualActualISDA", "ActualActualICMA".

Examples

Basic Examples  (2)

Compute the date difference subject to a typical bond day count:

Wolfram Language code: DateDifference[{2008, 1, 31}, {2009, 2, 28}, DayCountConvention -> "Thirty360"]

This is different from the number of days between the two dates:

Wolfram Language code: DateDifference[{2008, 1, 31}, {2009, 2, 28}]
Wolfram Language code: DateDifference[{2008, 1, 31}, {2009, 3, 28}, "Month", DayCountConvention -> "Thirty360"]
Wolfram Language code: DateDifference[{2008, 1, 31}, {2009, 3, 28}, "Month"]

Day count conventions differ with respect to the count applied to the last days of the month:

Wolfram Language code: Table[DateDifference[{2008, 1, 31}, {2009, 1, 31}, DayCountConvention -> i] + DateDifference[{2009, 1, 31}, {2009, 2, 28}, DayCountConvention -> i], {i, {"ThirtyEPlus360", "Thirty360", "Thirty360US"}}]
Wolfram Research (2012), DayCountConvention, Wolfram Language function, https://reference.wolfram.com/language/ref/DayCountConvention.html.

Text

Wolfram Research (2012), DayCountConvention, Wolfram Language function, https://reference.wolfram.com/language/ref/DayCountConvention.html.

CMS

Wolfram Language. 2012. "DayCountConvention." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/DayCountConvention.html.

APA

Wolfram Language. (2012). DayCountConvention. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/DayCountConvention.html

BibTeX

@misc{reference.wolfram_2026_daycountconvention, author="Wolfram Research", title="{DayCountConvention}", year="2012", howpublished="\url{https://reference.wolfram.com/language/ref/DayCountConvention.html}", note=[Accessed: 12-June-2026]}

BibLaTeX

@online{reference.wolfram_2026_daycountconvention, organization={Wolfram Research}, title={DayCountConvention}, year={2012}, url={https://reference.wolfram.com/language/ref/DayCountConvention.html}, note=[Accessed: 12-June-2026]}