Interest Rate – Page 5 – International Swaps and Derivatives Association

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Interest Rate Derivatives Overview

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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Interest Rate | March 23, 2011

Questions received by ISDA on the RFP for the Interest Rate Derivatives Trade Repository and answers provided

Documents (1) for Questions received by ISDA on the RFP for the Interest Rate Derivatives Trade Repository and answers provided

rfp-for-the-interest-rate-derivatives-trade-repository-questions-received-and-answers23-03(pdf) will open in a new tab or window

Interest Rate | March 14, 2011

Euro market ACT/ACT Day Count Conventions

The linked memo describes and gives examples of three alternative versions of Actual/Actual day count... Read more

Documents (1) for Euro market ACT/ACT Day Count Conventions

The Actual-Actual Day Count Fraction (1999)(pdf) will open in a new tab or window

Interest Rate | March 14, 2011

Request for Proposal: Interest Rate Derivatives Trade Repository

RFP

Documents (1) for Request for Proposal: Interest Rate Derivatives Trade Repository

rates-trade-repository-rfp-draft-finalfinal-2(pdf) will open in a new tab or window

Interest Rate | January 7, 2011

ACT/ACT (ICMA)

The International Capital Markets Association (ICMA) has verified to ISDA that the Day Count Convention... Read more

Documents (1) for ACT/ACT (ICMA)

ICMA Rule Book, Rule 251, reproduced by permission of ICMA(pdf) will open in a new tab or window

Interest Rate | July 7, 2010

Electronic Novation Consent

Note from the Rates Steering Committee

Documents (1) for Electronic Novation Consent

electronic-novation-consent-markit-wire-participants-onboarding-letter(pdf) will open in a new tab or window

Interest Rate | April 26, 2010

Linear Interpolation Example – 2010

SEE MARCH 6, 2012 for most recent Linear Interpolation formula spreadsheet. Linear Interpolation example is... Read more

Documents (2) for Linear Interpolation Example – 2010

Interest Rate | March 1, 2010

Islamic Finance

Global Staff Contact: Peter Werner — pwerner@isda.org The ISDA Islamic Finance WG has been set up... Read more

Documents (0) for Islamic Finance

Interest Rate | December 18, 2009

Best Practice Statement for Linear Interpolation

Best practice for linear interpolation and a worked example. ISDA published an updated Linear Interpolation... Read more

Documents (2) for Best Practice Statement for Linear Interpolation

Interest Rate | July 9, 2009

EMTA-ISDA Market Practice: Non-Deliverable CLP “Cámara” (CLP TNA) Interest Rate Swap Transactions

Recommended EMTA-ISDA Market Practice for Non-Deliverable CLP “Cámara” (CLP TNA) Interest Rate Swap Transactions. Please... Read more

Documents (1) for EMTA-ISDA Market Practice: Non-Deliverable CLP “Cámara” (CLP TNA) Interest Rate Swap Transactions

SwapsCDsMP4(pdf) will open in a new tab or window

Interest Rate | March 13, 2009

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

Documents (1) for EMTA-ISDA Market Practice: Relevant Cities for Business Days for Payment Dates

SwapsCDsMP2(pdf) will open in a new tab or window

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