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360-day calendar
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=== European method (30E/360) === Source:<ref>ISMA book “Bond Markets: Structures and Yield Calculations”, {{ISBN|1-901912-02-7}}, and ISMA’s Circular 14 of 1997</ref><ref name="ISDA_2006_4_16_g">2006 ISDA Definitions, Sec. 4.16 (g)</ref><ref name="FinCad">{{Cite web|url=http://docs.fincad.com/support/developerfunc/mathref/Daycount.htm|title = Derivatives Risk Management Software & Pricing Analytics | FINCAD}}</ref><ref name="NYIFT">{{Cite web |url=http://www.nyift.com/lesson/day-count-convention-bonds/ |title=Day Count Convention for Bonds |access-date=2016-03-25 |archive-url=https://web.archive.org/web/20160425044113/http://www.nyift.com/lesson/day-count-convention-bonds/ |archive-date=2016-04-25 |url-status=dead }}</ref><ref name="derivatepricing_com">[http://help.derivativepricing.com/1513.htm Accrual & Discounting Conventions]</ref> : If either date A or B falls on the 31st of the month, that date will be changed to the 30th. : Where date B falls on the last day of February, the actual date B will be used. : All months are considered to last 30 days and hence a full year has 360 days, but another source says that February has its actual number of days.
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