Interest Rate Derivatives – Page 21 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

Interest Rate | February 5, 2009

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

Interest Rate | October 31, 2008

Adjustment of Termination Date

Best Practice Statement

Documents (1) for Adjustment of Termination Date

termination-date-best-practice(pdf) will open in a new tab or window

Interest Rate | May 8, 2008

Interest Rates Novation Pair-Offs

Best Practice Statement

Documents (1) for Interest Rates Novation Pair-Offs

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Interest Rate | February 7, 2008

Cash Settlement Payment Dates for early termination options

ISDA Best Practice Statement (updated February 8, 2008)

Documents (1) for Cash Settlement Payment Dates for early termination options

etop-best-practice(pdf) will open in a new tab or window

1991 ISDA Definitions

The 1991 ISDA Definitions are intended for use with the 1987 ISDA Interest Rate and... Read more

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Free downloads (2) for 1991 ISDA Definitions

Interest Rate | January 1, 1985

Interest Rates Derivatives

Market Agreed Coupon (MAC) Contract Press Release – SIFMA AMG and ISDA Announce that CUSIPs... Read more