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by carlgold
September 7th, 2011, 4:11 pm
Forum: General Forum
Topic: OIS Fixings Data
Replies: 19
Views: 32136

OIS Fixings Data

<t>Does anyone know where to find information on the market conventions for the swiss franc and hong kong dollar OIS swaps? I mean things like what is the day count convention (some markets use 360 and some use 365, right?); also, in some markets the payment is on the maturity date and some markets ...