Calculation period: Difference between revisions

Latest revision as of 09:02, 24 September 2019

The Jolly Contrarian’s Glossary
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The period for which you calculate, for example, an interest period. Of great interest to the sorts of people who find calculation periods interesting^[1] is the day count fraction one would use, and the business day convention that applies to the determination of any period end date.

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-The period for which you calculate, for example, an [[interest period]]. Of great [[interest]] to the sorts of people who find [[calculation period]]s ''interesting''<ref>There's a fairly weak pun there, isn’t there?</ref> is the [[day count fraction]] one would use, and the [[business day convention]] that applies to the determination of any [[period end date]].
+{{g}}The period for which you calculate, for example, an [[interest period]]. Of great [[interest]] to the sorts of people who find [[calculation period]]s ''interesting''<ref>There's a fairly weak pun there, isn’t there?</ref> is the [[day count fraction]] one would use, and the [[business day convention]] that applies to the determination of any [[period end date]].
 {{daycountfractions}}
 {{sa}}
+*{{isdadefsprov|Calculation Period}} as defined in the [[2006 ISDA Definitions]]
 *[[Day count fraction]]
 *[[Business day convention]]
 *[[Interest period]]
 {{ref}}