This section of the ISDA website is a hub for links to key information and… Read more Interest Rate Derivatives Overview
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Interest Rate Derivatives Overview
This section of the ISDA website is a hub for links to key information and... Read more Interest Rate Derivatives Overview
Documents (0) for Interest Rate Derivatives Overview
Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
Guidance for parties regarding the determination of Relevant Rates for certain Floating Rate Options for... Read more Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
Documents (1) for Market Practice Statement for EUR LIBOR Rates and EURIBOR Rates For Over The Counter Derivative Transactions
Market Agreed Coupon (MAC) confirmation form
Form of confirmation for a Market Agreed Coupon (MAC) contract as an additional choice for... Read more Market Agreed Coupon (MAC) confirmation form
Documents (1) for Market Agreed Coupon (MAC) confirmation form
Rates SDR Liquidity Data (January – March 2013) – DATA UPDATE
Interest Rate liquidity data based on public information compiled from the DTCC real-time reporting SDR,... Read more Rates SDR Liquidity Data (January - March 2013) – DATA UPDATE
Documents (1) for Rates SDR Liquidity Data (January – March 2013) – DATA UPDATE
LIBOR Discontinuations Guidance
Industry guidance and associated bilateral Amendment Letter for the discontinuation of certain currencies and maturities... Read more LIBOR Discontinuations Guidance
Documents (2) for LIBOR Discontinuations Guidance
Credit and Interest Rate Liquidity Data Study (January 2013)
Credit and Interest Rate liquidity study based on public data compiled from the DTCC real-time... Read more Credit and Interest Rate Liquidity Data Study (January 2013)
Documents (1) for Credit and Interest Rate Liquidity Data Study (January 2013)
Leap Year Conventions 2012
Industry practice with regards to leap year trading from the ISDA Rates Steering Committee
Documents (1) for Leap Year Conventions 2012
Linear Interpolation Example
Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010) ISDA published an... Read more Linear Interpolation Example
Documents (2) for Linear Interpolation Example
Standardisation 2010 – Final Credit Derivatives Matrix and Legend
2010 Standardisation Matrix / corresponding legend
Documents (2) for Standardisation 2010 – Final Credit Derivatives Matrix and Legend
Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend
2010 Standardisation Matrix / corresponding legend