I am looking for

- a **list** of day count conventions. Is the [list on Wikipedia][1] 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?

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Edit: results and rules-of-thumb DCC so far:

- **1/1**
- **30/360 US**
- **30E/360**
- **30E+/360**
- **30E/360 ISDA**
- **30U/360**
- **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 money markets
- **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** - Bazil

Refs: <br/>
[Wikipedia: day_count_convention][2], 2014<br/>
[Foreign Exchange Derivatives][3], by Kotze, 2011<br/>
[Interest Rate Instruments and Market Conventions Guide][4], by OpenGamma, 2013<br/>
[Implementing BUS/252 Daycount Convention][5], by Kennedy 2012
[ESi: Day Count Conventions][6], by Eclipse Software Inc.


  [1]: http://en.wikipedia.org/wiki/Day_count_convention
  [2]: http://en.wikipedia.org/wiki/Day_count_convention
  [3]: http://www.quantonline.co.za/documents/FxDerivatives%20Fin.pdf
  [4]: http://developers.opengamma.com/quantitative-research/Interest-Rate-Instruments-and-Market-Conventions.pdf
  [5]: http://www.clarusft.com/implementing-bus252-daycount-convention/
  [6]: http://eclipsesoftware.biz/DayCountConventions.html#x3_04