Linear Interpolation Example

Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010)

ISDA published an updated Linear Interpolation Guidance Note in February 2022, which can be accessed here.

SwapsInfo Full Year 2024 and Q4 2024

Interest rate derivatives (IRD) trading activity increased in 2024, driven by interest rate volatility, adjustments in central bank policies and shifting market expectations on inflation and economic growth. Index credit derivatives also saw increased activity, as measured by traded notional,...