daycount
this is random, and i've never really seen the accounting spreadsheets you ib'ers use, but do you guys check the daycount conventions when you're calculating interest payments, or do they just let you wing it and round? how many of you know the libor day count convention offhand? or the difference between following and modfollowing?
On the other hand, I know nothing about lbo models, accretion/dilution....
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