Day Count Fractions for certain Floating Rate Options - ISDA Definition: Difference between revisions
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{{fullanat|isdadefs|6.2(g)|2006}} | {{fullanat|isdadefs|6.2(g)|2006}} | ||
In brief, all Floating Rate Day Count Fractions are {{isdadefsprov|Actual/365 (Fixed)}} except | |||
*“IDR-IDMA -Bloomberg” ({{isdadefsprov|Actual/Actual}}) | |||
*“USD-CMS-Reference Banks-ICAP SwapPX” ({{isdadefsprov|30/360}}) | |||
*“USD-SIFMA Municipal Swap Index” ({{isdadefsprov|Actual/Actual}}) | |||
*“USD-S&P Index-High Grade” ({{isdadefsprov|Actual/Actual}}) |