- Day count basis :
Eg. actual/actual for UK, 30/360 for US corporate bonds - Settlement cycle :
T+1 for US treasuries, T+3 for Eurobonds - Location of Settlement
Fedwire Securities services for US treasuries, ICSDs(Euroclear/Clearstreams) for Eurobonds, CREST for UK Corporate bonds
Saturday, 24 July 2010
Static data involved with fixed income securities (or bonds)
These are the type of static data included as the part of the bond grouping are:
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