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Relation between compounding frequency and day count conventions??

Thread starter #1
Hi David,

Generally when we use different compounding frequencies what day counting convention is used there? ( I.e. when we just say talk about compounding and not day count conventions)..... And in T- bills , Eurodollar etc... Where different day count convention are used... We say for example...6% continuous with actual/360.

What is the difference between the two???
 

Nicole Seaman

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#2
Hi David,

Generally when we use different compounding frequencies what day counting convention is used there? ( I.e. when we just say talk about compounding and not day count conventions)..... And in T- bills , Eurodollar etc... Where different day count convention are used... We say for example...6% continuous with actual/360.

What is the difference between the two???
Hello @shivanin

There are many threads in the forum that discuss day count conventions. I found these threads quickly using the search function in the forum:
We also published a new set of notes and a new instructional video recently, which also discusses day count conventions. Hopefully these resources will help to answer your questions :)

Nicole
 
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