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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EMTA-ISDA Market Practice: Relevant Cities for Business Days for Payment Dates
Recommended EMTA-ISDA Market Practice for Relevant Cities for Business Days for Payment Dates. Please note... Read more EMTA-ISDA Market Practice: Relevant Cities for Business Days for Payment Dates
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EMTA-ISDA Market Practice: BRL CDI Non-Deliverable Interest Rate Swap Transactions
Recommended EMTA-ISDA Market Practice for BRL CDI Non-Deliverable Interest Rate Swap Transactions. Please note that... Read more EMTA-ISDA Market Practice: BRL CDI Non-Deliverable Interest Rate Swap Transactions
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Drafting, Affirmation and Risk Mitigation
ISDA Best Practice Statement
Documents (1) for Drafting, Affirmation and Risk Mitigation
Interest rate compounding conventions used in OTC derivatives transactions
Memo (February 5, 2009) and Excel spreadsheet with examples
Documents (2) for Interest rate compounding conventions used in OTC derivatives transactions
30/360 Day Count Conventions
Calculation examples of 30/360 and 30E/360 in the 2006 ISDA Definitions
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Adjustment of Termination Date
Best Practice Statement
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Interest Rates Novation Pair-Offs
Best Practice Statement
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Cash Settlement Payment Dates for early termination options
ISDA Best Practice Statement (updated February 8, 2008)
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1998 ISDA memo “EMU and Market Conventions: Recent Developments”
The linked memo describes market conventions for the EUR-denominated markets.
Documents (1) for 1998 ISDA memo “EMU and Market Conventions: Recent Developments”
Interest Rates Derivatives
Market Agreed Coupon (MAC) Contract Press Release – SIFMA AMG and ISDA Announce that CUSIPs... Read more Interest Rates Derivatives