daycounting - Which day count conventions are there and where do they apply?

I am looking for

• a list of day count conventions. Is the list on Wikipedia complete or do you know others?


• Which rules of thumb are there to choose day count conventions when none is specified, depending for example on product, country or underlying?


• Are there special cases which can provoke software bugs?

---

Edit: results and rules-of-thumb DCC so far:

• 1/1 - ?


• 30/360 US - US for corporate, US municipal, and some US Agency bonds


• 30E/360 - money market Switzerland


• 30E+/360 - ?


• 30E/360 ISDA - ?


• 30/360 - for corporate bonds, agency and municipal bonds, mortgage backed securities, Eurobonds, US corporate bonds


• ACT/360 - for US T-bills, US commercial paper; US and Euro & Switzerland money markets, mortgages


• ACT/364 - Kenya, Zimbabwe


• ACT/365 - US Treasury bonds, US treasury notes, UK gilts; German bunds, South Africa (all markets)


• ACT/365L - ?



• ACT/365 Fixed - ?


• ACT/ACT - New Euro bonds, LIFFE UK bond futures, LIFFE German bund futures


• ACT/ACT ISDA - ?


• ACT/ACT ISMA - ?


• ACT/ACT ICMA - ?


• ACT/ACT AFB - ?


• NL/365 - ?


• BUS/252 - Brazil

Refs:

Wikipedia: day_count_convention
Foreign Exchange Derivatives, by Kotze, 2011
Interest Rate Instruments and Market Conventions Guide, by OpenGamma, 2013
Implementing BUS/252 Daycount Convention, by Kennedy 2012
ESI: Day Count Conventions, by Eclipse Software Inc.
Day Count Conventions and Accrual Factors, by Fincad Corp.

Answer

There are lots, decide which ones you actually need for your project - follow the coding maxim You Ain't Gonna Need It.

Be aware that those rules have variants: Actual/365 has 2 varieties, fixed and actual, 30/360 has at least 3 varieties (see that Wikipedia article). Then there is Brazillian Bus/252, etc etc.

Consider using a library (like Fincad or Quantlib) which has this stuff set up already and save your time and effort for more interesting things.