getInstrumentDayCountConvention

Syntax

getInstrumentDayCountConvention(instrument)

Details

Get the day count convention of the input instrument(s).

Arguments

instrument is an INSTRUMENT scalar/vector indicating one or more instrument objects.

Returns

A scalar/vector of STRING type.

Examples

bond = {
    "productType": "Cash",
    "assetType": "Bond",
    "bondType": "FixedRateBond",
    "version": 0, 
    "nominal": 100,
    "instrumentId": "0001",
    "start": 2022.05.15,
    "maturity": 2032.05.15,
    "dayCountConvention": "ActualActualISDA",
    "coupon": 0.0276,
    "issuePrice": 100.0,
    "frequency": "Semiannual"
}
ins = parseInstrument(bond)
getInstrumentDayCountConvention(ins)

// output: ActualActualISDA

Related functions: parseInstrument, getInstrumentField, getInstrumentKeys