Type: int
The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a “flat” trade, i.e. no accrued interest determined at time of the transaction.
Added in protocol FIX.5.0SP2 (161)
Valid values
Value | Description | Added |
---|---|---|
0 | 1/1 | FIX.5.0SP2 (161) |
1 | 30/360 (30U/360 or Bond Basis) | FIX.5.0SP2 (161) |
10 | Act/Act (ICSMA Ultimo) | FIX.5.0SP2 (161) |
11 | Act/Act (ISDA) | FIX.5.0SP2 (161) |
12 | BUS/252 | FIX.5.0SP2 (161) |
13 | 30E+/360 | FIX.5.0SP2 (161) |
14 | Act/365L | FIX.5.0SP2 (161) |
15 | NL365 | FIX.5.0SP2 (161) |
16 | NL360 | FIX.5.0SP2 (161) |
17 | Act/364 | FIX.5.0SP2 (200) |
2 | 30/360 (SIA) | FIX.5.0SP2 (161) |
3 | 30/360M | FIX.5.0SP2 (161) |
4 | 30E/360 (Eurobond Basis) | FIX.5.0SP2 (161) |
5 | 30E/360 (ISDA) | FIX.5.0SP2 (161) |
6 | Act/360 | FIX.5.0SP2 (161) |
7 | Act/365 (FIXED) | FIX.5.0SP2 (161) |
8 | Act/Act (AFB) | FIX.5.0SP2 (161) |
9 | Act/Act (ICMA) | FIX.5.0SP2 (161) |