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Docs/UserGuide/curve_configurations Expand file tree Collapse file tree Original file line number Diff line number Diff line change @@ -13,7 +13,7 @@ \subsubsection{Yield Curves}
1313 <Segments> </Segments>
1414 <InterpolationVariable> </InterpolationVariable>
1515 <InterpolationMethod> </InterpolationMethod>
16- <ZeroDayCounter > </ZeroDayCounter >
16+ <YieldCurveDayCounter > </YieldCurveDayCounter >
1717 <Tolerance> </Tolerance>
1818 <Extrapolation> </Extrapolation>
1919 <BootstrapConfig>
@@ -40,7 +40,7 @@ \subsubsection{Yield Curves}
4040\emph {Discount }.
4141\item InterpolationMethod [Optional]: The interpolation method to use. The allowable values are given in Table
4242\ref {tab:allow_interp_methods }. If the element is omitted or left blank, then it defaults to \emph {LogLinear }.
43- \item ZeroDayCounter [Optional]: The day count basis used internally by the yield curve to calculate the time between
43+ \item YieldCurveDayCounter [Optional]: The day count basis used internally by the yield curve to calculate the time between
4444dates. In particular, if the curve is queried for a zero rate without specifying the day count basis, the zero rate that
4545is returned has this basis. If the element is omitted or left blank, then it defaults to \emph {A365 }.
4646
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