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? ---------- 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