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Day counts#

Turning dates into year fractions: 30/360 accrued interest and ISDA’s actual/actual conventions.

SIA 30/360 and accrued interest

SIA 30/360 and accrued interest

ISDA’s actual/actual and the day-count zoo

ISDA's actual/actual and the day-count zoo

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SIA 30/360 and accrued interest

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