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AMM

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thepay
Topic Author
Posts: 0
Joined: September 5th, 2001, 6:53 am

AMM

October 29th, 2002, 3:14 pm

What does this stand for? Is this a day counting convention? I saw it on someone's terms of a swap. Thanks.
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eiriamjh
Posts: 1
Joined: October 22nd, 2002, 8:30 pm

AMM

October 30th, 2002, 9:21 pm

Aaaaaah Mamma Mia
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Pat
Posts: 28
Joined: September 30th, 2001, 2:08 am

AMM

October 30th, 2002, 10:29 pm

In the USD market, AMM is an annual money market swap ... the fixed leg is annual and uses the money market (act360) convention.
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