ai_day_type

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ai_day_type

ai_day_type (variable)

Identifier for accrued interest day count method

Declared as: int

Description: Indicates the day count method to be used for calculating accrued interest. This variable is only available with securities which calculate accrued interest on a different basis than price/yield

Valid values:

    1  =  Actual
    2  =  NASD 360 (Strict interpretation)
    3  =  MSRB 360 (Strict interpretation)
    4  =  SIA 360  (Strict interpretation)
    5  =  ISMA 360
    6  =  New 360 - Proposed but Not in use
    7  =  Act/360
    8  =  Act/365 - for short term securities and Canadian bonds
    9  =  Euro/365 - no leap days counted
   10  =  Currently used SIA/NASD/MSRB standard 30/360
   11  =  30E+/360
   12  =  Act/365 - for periodic securities
   13  =  Jap/365

Data Validation Routine: ok_day_type

Doc Version: 5.0