rename Thirty360Excel to Thirty360US?

[simonbyrne]

It matches what Wikipedia calls it "30/360 US":
https://en.wikipedia.org/wiki/Day_count_convention#30/360_US

It's not in the ISDA definition list, and I don't have access to the Mayle reference:

Mayle, Jan (1993), Standard Securities Calculation Methods: Fixed Income Securities Formulas for Price, Yield and Accrued Interest, 1 (3rd ed.), Securities Industry and Financial Markets Association, ISBN 1-882936-01-9.

For reference, OpenGamma Strata calls it "30U/360 EOM".

[EricForgy]

Similar to

struct ThirtyE360 <: DayCount end
const EurobondBasis = ThirtyE360

How about something like

struct ThirtyU360 <: DayCount end
const ExcelThirty360 = ThirtyU360

?

Let's try to be as internally consistent as possible (will ping on Slack :)).

[EricForgy]

FYI. I added an Excel module: #10

In principle, we could move the code for DayCounts.Excel.Thirty360 to DayCounts.ThirtyU360 and then

const Excel.Thirty360 = ThirtyU360

What do you think? I may go ahead and push that change to the PR and see what you think there 😊

[EricForgy]

I went ahead and added that ☝️ to the PR.

So the code that was in Thirty360Excel is now moved to ThirtyU360 and the new Excel module uses ThirtyU360, i.e.

const DayCounts.Excel.Thirty360 = DayCounts.ThirtyU360

[simonbyrne]

Is "ThirtyU360" a standard-ish enough name?

[EricForgy]

I think so. It is the first listed "Other name" on Wikipedia and it is more consistent with our other type ThirtyE360 than Thirty360US.