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Index Volatility Swap Matrix documents under the 2011 ISDA Equity Derivatives Definitions
Index Volatility Swap Matrix documents under the 2011 ISDA Equity Derivatives Definitions
(published September 15, 2015)
The Index Volatility Swap Matrix consolidates the terms of the master confirmation agreement forms previously published by ISDA to create a single set of rules that can be applied to both single and multi-exchange index volatility swap trades in open markets in Europe and the Americas.