What day-count convention is used for LIBOR?

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Are LIBOR transactions calculated on a 30/360 day basis actual/360, or some other basis?

2006-07-27 04:20:52 · 6 answers · asked by bond daddy 1 in Business & Finance ➔ Investing

Actual/360

2006-07-27 05:16:37 · answer #1 · answered by Anonymous · 0⤊ 0⤋

Actual/360

2006-07-27 09:17:57 · answer #2 · answered by Ranto 7 · 0⤊ 0⤋

Aud Libor

2016-11-01 09:47:29 · answer #3 · answered by ? 4 · 0⤊ 0⤋

I believe LIBOR is 30/360. I know the futures market has a 1 month LIBOR contract.

2006-07-27 04:24:48 · answer #4 · answered by 4XTrader 5 · 0⤊ 0⤋

actual/360

2006-07-27 04:28:23 · answer #5 · answered by Rich M 3 · 0⤊ 0⤋

DAY COUNT CONVENTION FOR AUD LIBOR

2015-07-07 22:36:38 · answer #6 · answered by Karma 1 · 0⤊ 0⤋