P pepp New member Joined May 20, 2008 Messages 0 Reaction score 0 May 31, 2009 #1 Derivatives, how do you remember whicch calendar to use to anualize or unannualize.
C cpk123 New member Joined Aug 31, 2007 Messages 0 Reaction score 0 May 31, 2009 #2 LIBOR/EURIBOR = 360 all others 365.
P pepp New member Joined May 20, 2008 Messages 0 Reaction score 0 May 31, 2009 Thread starter #3 you forgot valuing T-bills is also on 360 day basis.