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По аналогии с 30/360 ISDA изменение дат Date 1 и Date 2 производится:

• Если D2 = 31 и D1 = 30 или 31, тогда D2 заменяется на 30.

• Если D1 = 31, тогда D1 заменяется на 30.

Количество дней в году равно 365

Method whereby interest is calculated based on a 30-day month in a way similar to the 30/360 (basic rule) and a 365-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February.

This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be a 28th (or 29th).

По аналогии

с 30/360

ISDA изменение дат Date1 и Date2 производится:

• Если D2 = 31 и D1 = 30 или 31, тогда D2 заменяется на 30.

• Если D1 = 31, тогда D1 заменяется на 30.

Предполагаемое количество дней в году рассчитывается как фактическое количество дней в купонном периоде, умноженное на количество процентных выплат в году.

Method whereby interest is calculated based on a 30-day month in a way similar to the 30/360 (basic rule) and the assumed number of days in a year in a way similar to the Actual/Actual (ICMA).

Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February. This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be a 28th (or 29th).

The assumed number of days in a year is computed as the actual number of days in the coupon period multiplied by the number of interest payments in the year.