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  • Payment schedules: Calendars and conventions

Payment schedules: Calendars and conventions

  • Day count conventions supported by LUSID

    Rules for establishing the number of days between two dates for interest calculations.

  • Using calendars in LUSID

    A calendar is a repository of market holiday data that helps determine good business days for LUSID operations.

  • Flow conventions and index conventions

    Rules for payments arising during the lifetime of certain types of instrument.

  • Roll conventions

    Rules for adjusting operational dates that do not fall on good business days.

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