A B C D E F G H I J K L M N    
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3 Composite DayCount
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5 n  Uses Con
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7  
8 Base     12 months  
9 Start    15 Feb 00  
10 Finish    15 Nov 01  
11 Annual Rate     1,000   Projection
12   DayCount
13   Periods        Jan 00  Jan 01 Total
14 No DayCount (defaults)                 876   872   1,749
15              
16 Single DayCount   5               876   872   1,749
17   3               879   871   1,751
18              
19 Single DayCount and 3   4           879   871   1,751
20 Preset Periods   6   -12           876   872   1,749
21              
22 Composite DayCount and 6.03   -12           874   872   1,746
23 Preset Periods   6.06   -12           876   872   1,749
24   5.06   -12           876   872   1,749
25   6.05   -12           876   872   1,749
26   1.02   -12           878   872   1,749
27   6.03   -12 20         874   872   1,746
28              
29 Composite DayCount and              
30 Specified Periods 6.03   (3.31) (6.30) (9.30) (12.31)     876   873   1,749
31   3.02   (3.31) (6.30) (9.30) (12.31)     881   873   1,754
32   2.03   (3.31) (6.30) (9.30) (12.31)     890   882   1,772
33   4.03   (3.31) (6.30) (9.30) (12.31)     876   873   1,749
34   4.06   (3.31) (6.30) (9.30) (12.31)     876   872   1,749
35              
36   6.03   (6.30) (12.31)         875   875   1,751
37   3.02   (6.30) (12.31)         885   876   1,761
38   2.03   (6.30) (12.31)         886   878   1,765
39   4.03   (6.30) (12.31)         875   875   1,751
40   4.06   (6.30) (12.31)         876   872   1,749
41              
42 Special Case - 30/360 Main 7.03   (6.30) (12.31)         875   875   1,751
43 Period *   7.02   (6.30) (12.31)         881   881   1,761
44              
45 * You can specify type 7 for 30/360 instead of 0 - you need to this for double-digit composite daycount
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47 n  As you can see, a very wide variety of situations can be modelled with Composite DayCount and Periods.
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