360/365

[suspense]

I still get confused when to use either expecially in derivatives. Eurodollar, TB, etc

 

[Wendy]

I recall that even the CFAI isn’t totally consistent about using one day-count convention vs the other.

 

[hina naz]

usualy the practice is to use 360 when currencies are involved …
and 365 otherwise

 

[suspense]

Wendy wrote:I recall that even the CFAI isn’t totally consistent about using one day-count convention vs the other.

+1

 

[S2000magician]

0.98630136986301369 … .