I am looking for
- a list of day count conventions. Is the list on Wikipedia complete or do you know others?
- Which rules of thumb are there to choose day count conventions when none is specified, depending for example on product, country or underlying?
- Are there special cases which can provoke software bugs?
Edit: results and rules-of-thumb DCC so far:
- 1/1 - ?
- 30/360 US - US for corporate, US municipal, and some US Agency bonds
- 30E/360 - money market Switzerland
- 30E+/360 - ?
- 30E/360 ISDA - ?
- 30/360 - for corporate bonds, agency and municipal bonds, mortgage backed securities, Eurobonds, US corporate bonds
- ACT/360 - for US T-bills, US commercial paper; US and Euro & Switzerland money markets, mortgages
- ACT/364 - Kenya, Zimbabwe
- ACT/365 - US Treasury bonds, US treasury notes, UK gilts; German bunds, South Africa (all markets)
- ACT/365L - ?
- ACT/365 Fixed - ?
- ACT/ACT - New Euro bonds, LIFFE UK bond futures, LIFFE German bund futures
- ACT/ACT ISDA - ?
- ACT/ACT ISMA - ?
- ACT/ACT ICMA - ?
- ACT/ACT AFB - ?
- NL/365 - ?
- BUS/252 - Brazil
Foreign Exchange Derivatives, by Kotze, 2011
Interest Rate Instruments and Market Conventions Guide, by OpenGamma, 2013
Implementing BUS/252 Daycount Convention, by Kennedy 2012
ESI: Day Count Conventions, by Eclipse Software Inc.
Day Count Conventions and Accrual Factors, by Fincad Corp.