Day Count Calculator for Bonds & Debt Instruments

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Enter the Coupon Dates and Settlement Date and get Day Counts for different conventions: Actual/Actual ICMA, ISDA, and various 30/ 365 conventions

All fields are required *:
When in doubt about a particular field , refer to the bond prospectus.

Last Coupon Date (MM/DD/YYYY):
Next Coupon Date (MM/DD/YYYY) :
Settlement Date (MM/DD/YYYY):
Frequency: Annual Half yearly Quarterly
DayCount Convention:

Act/Act Methods

Actual/Actual ICMA
Actual/Actual ISDA
Actual/365 Fixed
Actual/360
Actual/364
Actual/365L
NL/365

30/360 Methods

30/360
30/360 US
30E/360
30E/360 ISDA
30E+/360


Day Count as per Actual/Actual ICMA Convention

Click Calculate for Answer


** The value of frequency to be taken as follows:
  • Annual Frequency: 1
  • Semi Annual Frequency: 2
  • Quarterly: 4

Related Formula.

Accrued Interest = Factorial(obtained as above) x coupon rate % x face value
Bond's Dirty Price = Clean Price + Accrued interest
Also Check out: Accrued Interest Calculator


Other names

  • Actual/Actual ICMA is also known as Actual/Actual, Act/Act ICMA, ISMA-99 or Act/Act ISMA
  • ACT/365 is also known as Act/365 Fixed, A/365 Fixed, A/365F or English
  • Act/360 is also known as French
  • ACT/365L is also known as ISMA-Year or Actual/Actual AFB
  • 30E/360 aka 30/360 ICMA, 30S/360, Eurobond basis (ISDA 2006) or Special German
  • 30E/360 ISDA aka ISMA 30/360, 30E/360 ISDA, Eurobond basis (ISDA 2000) or German


Disclaimer:

The author accepts no liability, arising from inaccuracies and/or mistakes, for decisions and/or actions taken by any party based on this calculator.