ISDA FIX Characteristics and Contributor Panels–Currency: GBP
ISDAFIX as of March 23, 2013
Tag: Interest Rate Derivatives
Credit Liquidity Data (January – March 2013) – DATA UPDATE
Credit data based on public data compiled from the DTCC real-time reporting SDR in the... Read more Credit Liquidity Data (January - March 2013) - DATA UPDATE
Documents (1) for Credit Liquidity Data (January – March 2013) – DATA UPDATE
Credit and Interest Rate Liquidity Data Study (January 2013)
Credit and Interest Rate liquidity study based on public data compiled from the DTCC real-time... Read more Credit and Interest Rate Liquidity Data Study (January 2013)
Documents (1) for Credit and Interest Rate Liquidity Data Study (January 2013)
ISDAFIX®
ISDAFIX is the leading benchmark for annual swap rates for swap transactions worldwide. This screen... Read more ISDAFIX®
Documents (0) for ISDAFIX®
ISDA FIX Characteristics and Contributor Panels–Currency: HKD
ISDAFIX May-June 2012
Documents (1) for ISDA FIX Characteristics and Contributor Panels–Currency: HKD
ISDA FIX Characteristics and Contributor Panels—Currency: JPY
ISDAFIX May-June 2012
Documents (1) for ISDA FIX Characteristics and Contributor Panels—Currency: JPY
ISDA FIX Characteristics and Contributor Panels—Currency: CHF
ISDAFIX May-June 2012
Documents (1) for ISDA FIX Characteristics and Contributor Panels—Currency: CHF
Leap Year Conventions 2012
Industry practice with regards to leap year trading from the ISDA Rates Steering Committee
Documents (1) for Leap Year Conventions 2012
Linear Interpolation Example
Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010)
Documents (2) for Linear Interpolation Example
Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend
2010 Standardisation Matrix / corresponding legend