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

t+2 6m fl 1Y fixEUR006M30/360 and A/360

Thanks ......Any idea on USD please ?

QuoteOriginally posted by: vrajaThanks ......Any idea on USD please ?I'll tell for a small fee ;-)Or you could just check Bloomberg.

30/360 SA fixed a/360 qtry 3m L....

QuoteOriginally posted by: vrajaOn a plain vanilla Interest Rate Swap , please let me know the market standard on EUR and USD currenciesThe question "what is the standard market convention for instrument XXX" is something I have asked and been asked a lot of time. After ten years of looking for those details, trying to remember them only to forget them the next week and look for them again, I decided not to trust my memory anymore and to write them down.I have put the how and why the document was written in a blog: http://www.opengamma.com/blog/2012/04/0 ... ions-guide. The document itself (50 pages already) is called "Interest Rate Instruments and Market Conventions Guide" and is available at http://www.opengamma.com/downloads/inte ... uide.pdf.I hope it will be useful. Comments for improvements and corrections are welcome.