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by vraja
September 28th, 2011, 8:10 am
Forum: General Forum
Topic: IRS Conventions
Replies: 5
Views: 21272

IRS Conventions

Thanks ......Any idea on USD please ?
by vraja
September 27th, 2011, 12:35 pm
Forum: General Forum
Topic: IRS Conventions
Replies: 5
Views: 21272

IRS Conventions

hello , On a plain vanilla Interest Rate Swap , please let me know the market standard on EUR and USD currenciesWhat will be effective date in reference to trade date.What will be the reset frequency What index to be usedWhat will be the day count fractions used