| 1/1 | FpML | Source: 2006 ISDA Definitions, Section 4.16(a). |
| 30/360 | FpML | The number of days in the calculation period divided by 360. The number of days to be calculated on the basis of a year of 360 days with 12 30-day months. Source: 2006 ISDA Definitions, Section 4.16(f). |
| 30E/360 | FpML | The number of days in the calculation period divided by 360. The number of days to be calculated on the basis of a year of 360 days with 12 30-day months. If the termination date is the last day of the month of February, in which case the month of February shall not be considered to be lengthened to a 30 day month. Source: 2006 ISDA Definitions, Section 4.16(g). |
| 30E/360.ISDA | FpML | The number of days in the calculation period divided by 360, calculated on a formula basis as defined in the 2006 ISDA Definitions, Section 4.16(h). |
| ACT/360 | FpML | The actual number of days in the calculation period divided by 360. Source: 2006 ISDA Definitions, Section 4.16(e). |
| ACT/365.FIXED | FpML | The actual number of days in the calculation period divided by 365. Source: 2006 ISDA Definitions, Section 4.16(d). |
| ACT/365L | FpML | The actual number of days in the calculation period divided by 365 or 366 in a leap year. |
| ACT/ACT.AFB | FpML | Not used (deprecated). |
| ACT/ACT.ICMA | FpML | The actual number of days in the calculation period divided by the actual number of days in the year. Sources: 2006 ISDA Definitions, Section 4.16(c), ISMA Rule Book, Rule 251.1 (iii). |
| ACT/ACT.ISDA | FpML | The actual number of days in the calculation period divided by 365 or, if any portion of that calculation period falls in a leap year, the sum of (i) the actual number of days in that portion of the сalculation period falling in a leap year divided by 366 and (ii) the actual number of days in that portion of the calculation period falling in a non-leap year divided by 365. Source: 2006 ISDA Definitions, Section 4.16(b). |
| ACT/ACT.ISMA | FpML | Not used (deprecated). |