bond basis book investment & finance definition
See basis book.
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30U/360
Bond basis
360/360
Sources:
ISDA 2006 Section 4.16(f), though the first two rules are not included
(Mayle 1993)
Accrued Interest & Yield Calculations and Determination of Holiday Calendars ...
 See also: Investment, Basis, Details, Share, Bond
  
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