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searching for Day count convention 3 found (21 total)

alternate case: day count convention

Eonia (274 words) [view diff] exact match in snippet view article find links to article

subject to the Eonia Code of Conduct. It was reported on an ACT/360 day count convention and displayed to three decimal places. "Overnight" means from one
Zero coupon swap (2,006 words) [view diff] exact match in snippet view article find links to article
period adjustment and calculation convention changes (such as a day count convention of 30/360E to ACT/360 or ACT/365). A vanilla ZCS is the term used
SARON (954 words) [view diff] no match in snippet view article find links to article
Fixing Time 12pm, 4pm, 6pm CET Fixings SRFXON1, SRFXON2, SRFXON3 Day-Count Convention ACT/360 Futures EUREX: FSO3, ICE Futures Europe: SA3 Clearing CME