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Committee: ISDA Interest Rate Definitions Working Group

The objective of the Workstream is to produce a new version of the ISDA Interest Rate Definitions reflecting market developments including (i) changes to cash settlement mechanics for OET, MET and Swaptions, (ii) updates to the floating rate options and (iii) other miscellaneous improvements. The Workstream will also seek to leverage technological solutions for implementation and adoption of the updated definitions.

Documents (1) for IIFM and ISDA Publish IBOR Fallback Bilateral Amendment Agreement and Definitions Booklet