Knowing the money market day base for different currencies’ domestic money market is important in calculating the value of a FX Forward (we will be revising money markets in September).
As a quick reference in the meantime, herewith a brief overview:
| Currency | |
|---|---|
| EUR | 360 |
| GBP | 365 |
| USD | 360 |
| CHF | 360 |
| JPY | |
| ZAR | 365 |
| AUD | 365 |
| NZD | 365 |
| CAD | 365 |