day count convention

From Wiktionary, the free dictionary
Jump to navigation Jump to search

English[edit]

English Wikipedia has an article on:
Wikipedia

Noun[edit]

day count convention (plural day count conventions)

  1. (finance) A convention on how interest accrues over time for a variety of investments, including bonds, notes, loans, medium-term notes, swaps, and FRAs. It determines the number of days between two coupon payments.

Translations[edit]