day-count-conventions

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...

Hi, What is the FASTEST way to do day count comparisons? I find this time consuming and tedious. Example question : If identical coupon payments are paid on March 1 and September 1 , would corporate bonds accrue more interest from March 1 to September 1, than a T bond from September 1 to...

Hi David, In your notes, you say that LIBOR is quoted on an actual/360 basis. But when using the LIBOR rate as a proxy for the spot rate it is continuously compounding. Doesn't actual/360 imply simple interest (no compunding)? I just do not see how these two methodologies are compatible...