Asian Currencies Non-Deliverable Swap Transaction Standard Terms (2021 Definitions) Supplement and Confirmation
Asian Currencies Non-Deliverable Swap Transaction Standard Terms (2021 Definitions) Supplement and Confirmation
This template is designed to document non-deliverable interest rate swaps and cross-currency swaps (either fixed/floating or basis swaps) that reference the 2021 ISDA Interest Rate Derivatives Definitions (2021 Definitions) involving the following non-deliverable Asian Currencies: CNY, IDR, INR, KRW, MYR, PHP, and TWD. The Settlement Currency can be any one of USD, EUR, GBP, JPY, AUD, HKD and SGD. The template is comprised of:
- the Standard Terms Supplement;
- the Fallback Matrix; and
- the Confirmation.