Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010)
ISDA published an updated Linear Interpolation Guidance Note in February 2022, which can be accessed here.
Documents (2) for Linear Interpolation Example
Latest
ISDA AGM Studio: Sid Nadella, Google Cloud
Sid Nadella, director and global head of capital markets solutions at Google Cloud, speaks to Joel Clark, ISDA’s senior director of communications, on the extent artificial intelligence is being used by financial institutions and the biggest risks and challenges of...
Celebrating ISDA’s Successes and the Next Decade
Today, May 23, marks exactly 40 years since ISDA, initially known as the International Swap Dealers Association, was first established by a small group of mostly New-York-based dealers. At ISDA’s Annual General Meeting (AGM) in Amsterdam last week, we had...
ISDA Response to CFTC on 24/7 Trading
On May 21, ISDA, the Securities Industry and Financial Markets Association (SIFMA) and its asset management group (SIFMA AMG) submitted a joint response to the US Commodity Futures Trading Commission’s (CFTC) request for comment on 24/7 trading and clearing. The...
ISDA AGM Studio: Jack Hattem and Jared Noering
Jack Hattem, ISDA board member and managing director, global fixed income at BlackRock, and Jared Noering, ISDA board member and global head of fixed income trading at NatWest Markets, talk to Nick Sawyer, ISDA’s global head of communications, on how...