Value

USD: ACT/360 (money market) / 30/360 (corporate bond) / ACT/ACT (UST)

sourceISDA + market convention
derivationpublished_source
qualitypublished
set2026-05-25
last reviewed2026-05-25
next review due2026-12-31

Notes

Per-instrument day-count; affects accrued interest + DV01.