1. The day count convention applicable decides the number of days for which accrued interest is payable to

2. The day count convention applicable to corporate bonds is

3. The day count convention applicable to g-secs is

4. The calculation of broken period interest becomes relevant when

5. The day count convention applicable to money market instruments is

Day count convention

useful for computation of accrued interest in debt markets.

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For every bond trade, sellers are entitled to receive accrued interest for the broken period. This depends on day count convention applicable for the bond. Let's understand day count convention and how it works.

AUTHOR(s):Deepa Vasudevan

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accrued interest, day count, debt markets

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