Glossary
Actual/Actual (ISMA) (Actual/Actual (ICMA))
Category —
Day Count Conventions
All coupon payments are always for the same amount, all days in a coupon period are valued equally.
Day count fraction = Days between start and end days/ (Frequency * Days in current coupon period).
Example - BayernLB, 0.07% 6feb2023, EUR.
All methods for calculating the number of days between dates can be found at Bond Calculator Guide.
Day count fraction = Days between start and end days/ (Frequency * Days in current coupon period).
Example - BayernLB, 0.07% 6feb2023, EUR.
All methods for calculating the number of days between dates can be found at Bond Calculator Guide.
Terms from the same category
Show more 
Hide 
Hide
