ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps

Documents (1) for ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps

The CPI Quandary

The recent US government shutdown didn’t just create weeks of political drama – it also left inflation-linked swaps dealers with a major headache: how should they determine an initial value for new trades given the US Bureau of Labor Statistics...