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Day Count Fractions for certain Floating Rate Options - ISDA Definition: Difference between revisions
Day Count Fractions for certain Floating Rate Options - ISDA Definition (view source)
Revision as of 09:08, 6 April 2018
, 6 April 2018Amwelladmin moved page 6.2(g) - ISDA Definition to Day Count Fractions for certain Floating Rate Options - ISDA Definition
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Amwelladmin (talk | contribs) m (Amwelladmin moved page 6.2(g) - ISDA Definition to Day Count Fractions for certain Floating Rate Options - ISDA Definition) |
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{{fullanat|isdadefs|6.2(g)|2006}} | {{fullanat|isdadefs|6.2(g)|2006}} | ||
In brief, all {{isdadefsprov|Floating Rate Day Count Fractions}} are {{isdadefsprov|Actual/365 (Fixed)}} except: | |||
*“IDR-IDMA -Bloomberg” (which is {{isdadefsprov|Actual/Actual}}) | |||
*“USD-CMS-Reference Banks-ICAP SwapPX” (which is {{isdadefsprov|30/360}}) | |||
*“USD-SIFMA Municipal Swap Index” (which is {{isdadefsprov|Actual/Actual}}) | |||
*“USD-S&P Index-High Grade” (which is {{isdadefsprov|Actual/Actual}}) | |||