Financial Market Conventions
This page is an attempt at a comprehensive list of publicly available resources about market conventions and their implementations.
If you can suggest other resources or you want to contribute reference material please email me. Your feedback is always welcome.
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Euribor and Eonia
- Author: European Banking Federation
- Description: Technical features, contract specifications, etc. for the Euribor and Eonia rates.
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Long-term calendar for TARGET closing days
- Author: European Central Bank
- Description: Trans-European Automated Real-time Gross settlement Express Transfer (TARGET) closing days from 2002 until further notice,
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TARGET closing days in 2001
- Author: European Central Bank
- Description: Trans-European Automated Real-time Gross settlement Express Transfer (TARGET) closing days in 2001
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OMG Finance Specifications
- Author: Finance Domain Task Force
- Description: The mission of CORBAfinancials
is:
- To promote the use of Financial Services and Accounting software that incorporate OMG standards;
- To provide an internationally recognized forum for industry focus on Financial Services and Accounting Facilities;
- To identify relevant standards, business architectures, research and technologies in this area of computing;
- To co-ordinate end-user requirements in the Financial Services Domain by liaising with the End-User SIG;
- To co-ordinate potential future specification activities with the Common Facilities Task Force;
- To involve all interested members of the OMG in the OMG Financial Domain Task Force;
- Create a CORBAfinancials Architecture and Roadmap for the Financial Services Industry world-wide;
- Issue RFIs, RFPs and RFCs for CORBA-based technology relevant to the Financial Services Industry; Committee;
- Assist and advise the Liaison Sub-Committee regarding its relationship with related Standards Organizations and Consortia.
The OMG Finance Specifications are available on different subjects.
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OMG CORBA Currency Specification
- Author: Finance Domain Task Force
- Description: Currency and Money interfaces specification: IDL and full specifications.
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EMU and Market Conventions
- Author: ISDA
- Description: The purpose of this memorandum is to clarify the issue of harmonised market conventions for the euro. A summary of the proposed market conventions for the euro financial markets is included. The definition of Actual/Actual daycount convention is of special interest.