Calculation period
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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.
See also
See also
- Calculation Period as defined in the 2006 ISDA Definitions
- Day count fraction
- Business day convention
- Interest period
References
- ↑ There's a fairly weak pun there, isn’t there?