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Just wondering if any of you already have a ‘cheat sheet’ on when to use 365 and 360 days in the calculation and don’t mind sharing.
So far this is what i’ve got:
360 days:
FRA (Forward Rate Agrement)
Economic’s Forward Contract (Covered/Uncovered Interest Parity)
Swaps or pretty much whenever there’s LIBOR365 days:
Derivatives Forward Contract -
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