https://gdpark.blog/tags/day-count-conventions/Recent content in Day-Count Conventions on gdpark.blogHugoenWed, 19 Oct 2016 00:00:00 +0000https://gdpark.blog/posts/derivatives-06-interest-rate-futures/Wed, 19 Oct 2016 00:00:00 +0000https://gdpark.blog/posts/derivatives-06-interest-rate-futures/Working through quiz problems on T-bond accrued interest, conversion factors, Eurodollar futures P&L, convexity adjustments, and duration-based portfolio hedging.