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  2. Date rolling - Wikipedia

    en.wikipedia.org/wiki/Date_rolling

    In finance, date rolling occurs when a payment day or date used to calculate accrued interest falls on a holiday, according to a given business calendar. In this case, the date is moved forward or backward in time such that it falls in a business day, according to the same business calendar. The choice of the date rolling rule is conventional.

  3. Month-to-date - Wikipedia

    en.wikipedia.org/wiki/Month-to-date

    Month-to-date. Month-to-date ( MTD) is a period starting at the beginning of the current calendar month and ending on either the current date or the last business day before the current date. Month-to-date is used in many contexts, mainly for recording results of an activity in the time between a date (exclusive, since this day may not yet be ...

  4. Day count convention - Wikipedia

    en.wikipedia.org/wiki/Day_count_convention

    If D 1 is the last day of the month, then change D 1 to 30. If D 2 is the last day of the month (unless Date2 is the maturity date and M 2 is February), then change D 2 to 30. Other names: 30E/360 ISDA; Eurobond basis (ISDA 2000) German; Sources: ISDA 2006 Section 4.16(h). [6]

  5. Foreign exchange date conventions - Wikipedia

    en.wikipedia.org/wiki/Foreign_exchange_date...

    If the spot date falls on the last business day of the month in the currency pair then the delivery date is defined by convention to be the last business day of the target month e.g. assuming all days are business days: if spot is at 30 April, a one-month time to expiry will make the delivery date 31 May. This is described as trading "end-end".

  6. 360-day calendar - Wikipedia

    en.wikipedia.org/wiki/360-day_calendar

    The 360-day calendar is a method of measuring durations used in financial markets, in computer models, in ancient literature, and in prophetic literary genres.. It is based on merging the three major calendar systems into one complex clock [citation needed], with the 360-day year derived from the average year of the lunar and the solar: (365.2425 (solar) + 354.3829 (lunar))/2 = 719.6254/2 ...

  7. International Fixed Calendar - Wikipedia

    en.wikipedia.org/wiki/International_Fixed_Calendar

    The International Fixed Calendar (also known as the Cotsworth plan, the Cotsworth calendar, the Eastman plan or the Yearal[ 1] was a proposed calendar reform designed by Moses B. Cotsworth, first presented in 1902. [ 2] The International Fixed Calendar divides the year into 13 months of 28-days each.

  8. Old Style and New Style dates - Wikipedia

    en.wikipedia.org/wiki/Old_Style_and_New_Style_dates

    The issue spans the changeover; the date heading reads: "From Tuesday September 1, O.S. to Saturday September 16, N.S. 1752". [ 1] Old Style ( O.S.) and New Style ( N.S.) indicate dating systems before and after a calendar change, respectively. Usually, they refer to the change from the Julian calendar to the Gregorian calendar as enacted in ...

  9. Calendrical calculation - Wikipedia

    en.wikipedia.org/wiki/Calendrical_calculation

    A calendrical calculation is a calculation concerning calendar dates. Calendrical calculations can be considered an area of applied mathematics . Some examples of calendrical calculations: Converting a Julian or Gregorian calendar date to its Julian day number and vice versa (see § Julian day number calculation within that article for details ...

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