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Day count convention is a system used to determine the number of days between two coupon dates. It is important in calculating accrued interest and present value when the next coupon payment is less than a full coupon period. Each bond market has its own daycount convention. In calculating the number of days between two dates, the actual number of days is not always the same as the number of days that should be used in the accrued interest formula. The number of days used depend on the day count conventions for the particular securities. Few of the day count conventions used in the bond market are: A 30/360 day count convention, where 30 days in a month and 360 days in a year are considered; actual / actual day-count convention, where actual number of days in a month and year are considered.
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Features of Treasury Bills Treasury Bills are short-term, rupee denominations issued by the Reserve Bank of India (RBI) on behalf of the Government of India. T-bills are issued
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a) Define monetary policy, and discuss the operation of monetary policy in the United States post-GFC.
1. The standard approach here is to calculate some conventional ratios. These ratios can afterwards be used along with regression analysis to estimate the default probability.
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Can you draw Capital asset pricing model with example and explain?????
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Let us consider a situation wherein a position in an interest rate dependent asset such as a bond portfolio or a money market security is hedged by using an interest ra
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