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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<p>30/360 day count convention
<a href="class_quant_lib_1_1_thirty360.html#details">More...</a></p>
<p><code>#include <ql/time/daycounters/thirty360.hpp></code></p>
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Inheritance diagram for Thirty360:</div>
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<tr><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><b>Convention</b> { <br/>
  <b>USA</b>,
<b>BondBasis</b>,
<b>European</b>,
<b>EurobondBasis</b>,
<br/>
  <b>Italian</b>
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 </td><td class="memItemRight" valign="bottom"><b>Thirty360</b> (Convention c=Thirty360::BondBasis)</td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>30/360 day count convention </p>
<p>The 30/360 day count can be calculated according to US, European, or Italian conventions.</p>
<p>US (NASD) 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"</p>
<p>European convention: starting dates or ending dates that occur on the 31st of a month become equal to the 30th of the same month. Also known as "30E/360", or "Eurobond Basis"</p>
<p>Italian convention: starting dates or ending dates that occur on February and are grater than 27 become equal to 30 for computational sake. </p>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="_bermudan_swaption_8cpp-example.html#_a20">BermudanSwaption.cpp</a>, <a class="el" href="_bonds_8cpp-example.html#_a31">Bonds.cpp</a>, <a class="el" href="_convertible_bonds_8cpp-example.html#_a20">ConvertibleBonds.cpp</a>, <a class="el" href="_repo_8cpp-example.html#_a10">Repo.cpp</a>, and <a class="el" href="swapvaluation_8cpp-example.html#_a22">swapvaluation.cpp</a>.</dd>
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