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I am after a good comprehensive resource on Japanese day count conventions. By that I mean, is actual/360 or actual/365 used for pricing various options, forwards, futures, etc.
for Japan, act/365 for the domestic market, and act/360 for the euroyen market.
For swaps, fixed leg convention is 6m libor act/365, floating leg, if based on libor, is the 6m rate act/360, if tibor, then the 3m rate act/365.
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