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ISDA fosters safe and efficient derivatives markets to facilitate effective risk management for all users of derivative products.

ISDA fosters safe and efficient derivatives markets to facilitate effective risk management for all users of derivative products.

  1. Asset Classes
  2. Interest Rate
  3. 30/360 Day Count Conventions
Interest Rate Asset Classes

30/360 Day Count Conventions

December 22, 2008

Calculation examples of 30/360 and 30E/360 in the 2006 ISDA Definitions

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