Bond Calculator

Calculation basis = 366, if the leap day (February 29) falls on the period, otherwise calculation basis = 365. Actual/365F (other names: Actual/365 Fixed, English) Source: 2006 ISDA Definitions (Section 4.16(d)) Number of days in the period is calculated as the difference between the dates without any date adjustments. Calculation basis = 365. ................
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