Derivatives, how do you remember whicch calendar to use to anualize or unannualize.
LIBOR/EURIBOR = 360 all others 365.
you forgot valuing T-bills is also on 360 day basis.
Derivatives, how do you remember whicch calendar to use to anualize or unannualize.
LIBOR/EURIBOR = 360 all others 365.
you forgot valuing T-bills is also on 360 day basis.