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  2. Foreign exchange date conventions - Wikipedia

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

    For a trade with a time to expiry of v days, the expiry date is the day v days ahead of the horizon date (unless it is a weekend or 1 January, in which case the date is rolled forward to a weekday) and for a trade with time to expiry of x weeks, the expiry date is the day 7x days ahead of the horizon date (with the same conditions as above).

  3. Day count convention - Wikipedia

    en.wikipedia.org/wiki/Day_count_convention

    The day count is also used to quantify periods of time when discounting a cash-flow to its present value. When a security such as a bond is sold between interest payment dates, the seller is eligible to some fraction of the coupon amount. The day count convention is used in many other formulas in financial mathematics as well.

  4. Trading day - Wikipedia

    en.wikipedia.org/wiki/Trading_day

    In business, the trading day or regular trading hours (RTH) is the time span that a stock exchange is open, as opposed to electronic or extended trading hours (ETH). For example, the New York Stock Exchange is, as of 2020, open from 9:30 AM Eastern Time to 4:00 PM Eastern Time .

  5. Stock Market Holidays 2013: When the Exchanges Are Shuttered ...

    www.aol.com/news/2013-02-15-stock-market...

    The global economy is a perpetual motion machine, but U.S. stock exchanges do take breaks: Independence Day is one of nine holidays on which the markets are shuttered (in addition to the weekends).

  6. 7-day SEC yield - Wikipedia

    en.wikipedia.org/wiki/7-day_SEC_yield

    Multiply by 365/7 to give the 7-day SEC yield. To calculate approximately how much interest one might earn in a money fund account, take the 7-day SEC yield, multiply by the amount invested, divide by the number of days in the year, and then multiply by the number of days in question. This does not take compounding into effect.

  7. IMM dates - Wikipedia

    en.wikipedia.org/wiki/IMM_dates

    The IMM dates are the four quarterly dates of each year which certain money market and Foreign Exchange futures contracts and option contracts use as their scheduled maturity date or termination date. The dates are the third Wednesday of March, June, September and December (i.e., between the 15th and 21st, whichever such day is a Wednesday).