2021 ISDA Definitions – Equity Swap Model Language – International Swaps and Derivatives Association

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2021 ISDA Definitions – Equity Swap Model Language

(published on August 2, 2022)

These sample confirmations are intended to show parties how to upgrade templates for Equity Swap Transactions that incorporate the 2002 ISDA Equity Derivatives Definitions (the “Equity Definitions”) and the 2006 ISDA Definitions so that they instead incorporate the Equity Definitions and the 2021 ISDA Interest Rate Derivatives Definitions (the “2021 Definitions”).

The Equity Swap Model Language I includes the terms that can apply to document Floating Amounts in accordance with the 2021 ISDA Interest Rate Derivatives Definitions.

The Equity Swap Model Language II includes the terms that can apply to document Floating Amounts in accordance with the 2021 ISDA Interest Rate Derivatives Definitions and to apply either Overnight Rate Compounding/Averaging or an Index Method in accordance with the 2021 ISDA Interest Rate Derivatives Definitions.

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2021 ISDA Definitions – Equity Swap Model Language

2021 ISDA Definitions – Equity Swap Model Language

Free downloads for 2021 ISDA Definitions – Equity Swap Model Language (2)