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Basis - UI

This document appears to contain sample data for calculating interest accruals using both 30/360 European and 30/360 US day count conventions. It includes start and end dates for interest periods, as well as the number of days accrued under each convention. Notes are included explaining that the 30/360 European method does not pay interest for periods from the 30th to 31st of a month, while the 30/360 US method does not pay interest for periods from the 31st of one month to the 1st of the next.

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Praveen Gulati
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© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as XLSX, PDF, TXT or read online on Scribd
26 views6 pages

Basis - UI

This document appears to contain sample data for calculating interest accruals using both 30/360 European and 30/360 US day count conventions. It includes start and end dates for interest periods, as well as the number of days accrued under each convention. Notes are included explaining that the 30/360 European method does not pay interest for periods from the 30th to 31st of a month, while the 30/360 US method does not pay interest for periods from the 31st of one month to the 1st of the next.

Uploaded by

Praveen Gulati
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Start Date

Freq

23-Aug-11

sd
ed
day
23-Aug-11 31-Dec-12

End Date

basis
496

31-Dec-12

yf
int
365 1.3589041 1358.904

select
Details
week
Basis
sd
ed
day
0-Jan-00
0-Jan-00

sample dates
basis
yf
0
365

prev/next
int
0
0

Calculation
asdasd

start date
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011

end date
30/360 eur 30/360 us diff
2/1/2011
1
1
2/2/2011
2
2
2/3/2011
3
3
2/4/2011
4
4
2/5/2011
5
5
2/25/2011
25
25
2/26/2011
26
26
2/27/2011
27
27
2/28/2011
28
28
3/1/2011
31
31
3/2/2011
32
32
3/3/2011
33
33
3/26/2011
56
56
3/27/2011
57
57
3/28/2011
58
58
3/29/2011
59
59
3/30/2011
60
60
3/31/2011
60
60
4/1/2011
61
61
4/2/2011
62
62
4/26/2011
86
86
4/27/2011
87
87
4/28/2011
88
88
4/29/2011
89
89
4/30/2011
90
90
5/1/2011
91
91
5/2/2011
92
92
5/3/2011
93
93
5/4/2011
94
94
5/5/2011
95
95
5/6/2011
96
96
5/7/2011
97
97
5/8/2011
98
98
5/9/2011
99
99
5/10/2011
100
100
5/11/2011
101
101
5/12/2011
102
102
5/13/2011
103
103
5/14/2011
104
104
5/15/2011
105
105
5/16/2011
106
106
5/17/2011
107
107
5/18/2011
108
108
5/19/2011
109
109
5/20/2011
110
110
5/21/2011
111
111

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011
1/31/2011

5/22/2011
5/23/2011
5/24/2011
5/25/2011
5/26/2011
5/27/2011
5/28/2011
5/29/2011
5/30/2011
5/31/2011
6/1/2011
6/2/2011
6/3/2011
6/26/2011
6/27/2011
6/28/2011
6/29/2011
6/30/2011
7/1/2011
7/2/2011
7/3/2011
7/4/2011

112
113
114
115
116
117
118
119
120
120
121
122
123
146
147
148
149
150
151
152
153
154
0
0
0
0
0
0
0
0
0
0
0

112
113
114
115
116
117
118
119
120
120
121
122
123
146
147
148
149
150
151
152
153
154

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

30/360 eur
it will not pay interest on 30th to 31st
30/360 us
it will not pay interest for 31st to 1st(unless it is issued on, 30th or 31st)

1/29/2011 1/30/2011
1/30/2011 1/31/2011
1/31/2011 2/1/2011
1/29/2011 1/31/2011

1
0
1
1

1
0
1
2

0
0
0
-1

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