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ACT/365

A day count convention that is used to determine the actual number of days that have gone by since the...

Actual/365

A day count convention that is used to determine the actual number of days that have gone by since the...

Accrued Interest

The current value of the earned portion of the next coupon payment due on a bond or other fixed income...

Actual/360

A day count convention that is used to determine the actual number of days that have gone by since the...

Actual/Actual

A day count convention that is used to determine the actual number of days that have elapsed relative to the...

30/360

A day count convention that is used to determine the total number of days needed to calculate the interest accrued...

Day Count

A convention which defines how interest accrues over time. It helps determine the interest earned between two dates which don’t...

Return To Hedged Portfolio

It is the rate which results from a cash/futures arbitrage. More specifically, it is the rate of return that an...

Accrued Interest

The interest which is earned by the holder of a debt instrument or interest rate derivative but not yet paid. In bonds, it is...