Calculation period

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The Jolly Contrarian’s Glossary
The snippy guide to financial services lingo.™


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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

References

  1. There's a fairly weak pun there, isn’t there?