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Market Conventions 2013

Open Gamma, Interest Rate Instruments and Market Conventions Guide, 2013, here.

This booklet is about finance and more precisely about interest rate derivatives. Nevertheless, it contains no models, no numerical methods and nothing new. It contains what everybody is supposed to know when they first start working in the industry: the habits, standards, conventions and all unsaid details regarding those instruments. Everybody is supposed to know about them but, to our knowledge and despair, they are not available in one unique, easily accessible document.

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