nounUsageon a money market basiscalculated on a year of 365 days
Related information about money market basis:
- Day count convention - Wikipedia, the free encyclopedia
Certain terms, such as "30/360", "Actual/Actual", and "money market basis" must be understood in the context of the particular market. The conventions have ...
- What is money market basis? definition and meaning
Definition of money market basis: nounUsageon a money market basiscalculated on a year of 365 days.
- Money Market Basis and Bond Basis - Safari Books Online
The Bond and Repo Markets - Money Market Basis and Bond Basis - Money- Market Basis and Bond Basis Definition Money-market basis refers to the ...
- Interest Rate Parity, Money Market Basis Swaps, and Cross ...
Interest Rate Parity,. Money Market Basis Swaps, and. Cross-Currency Basis Swaps. Because the classic interest rate parity condition requires default-free rates ...
- Money Market Basis
A day count fraction equal to actual days divided by 360 except in the United Kingdom and several Commonwealth countries where the denominator is 365 or ...
- aci – the financial markets association examination ... - Prometric
INTEREST RATE CONVERSIONS. Converting between bond basis and money market basis (Act/360). 360. 365 rate rate basis market money basis bond. = 365 ...
- basis Definition | Business Dictionaries from AllBusiness.com
Also called money market basis. 360-day year base-federal agency securities, municipal bonds, corporate bonds, and London Interbank Offered Rate (LIBOR) ...
- Day Count Convention - TreasuryView
Jan 16, 2012 ... Money Market Basis (Actual/360). The day count fraction used is actual number of days in the period divided by 360. This is commonly used for ...