ONTOLOGY EXPLORER
day-count convention actual/actual ICMA
<https://spec.edmcouncil.org/fibo/ontology/FBC/DebtAndEquities/Debt/DayCountConvention-ActualActualICMA>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | NamedIndividual |
| type | DayCountConvention |
| label | "day-count convention actual/actual ICMA" |
| definition | "day-count convention that uses the actual number of days in each month and actual number of days in that year for calculating interest payments" |
| explanatoryNote | "See ICMA Rule 251.1(iii), ISDA 2006 Section 4.16(c), https://web.archive.org/web/20140913145444/http://www.hsbcnet.com/gbm/attachments/standalone/2006-isda-definitions.pdf for more details on the calculation." |
| explanatoryNote | "This method ensures that all coupon payments are always for the same amount. It also ensures that all days in a coupon period are valued equally. This is the convention used for US Treasury bonds and notes, among other securities." |
| synonym | "ISMA-99" |
| synonym | "act/act ICMA" |
| synonym | "act/act ISMA" |
| synonym | "actual/actual" |
この項目への参照
このグラフ内での参照はありません。