Interest Rate Derivatives – Page 17 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

Asset Classes | March 4, 2013

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

Documents (1) for Credit and Interest Rate Liquidity Data Study (January 2013)

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Asset Classes | June 28, 2012

ISDAFIX®

ISDAFIX is the leading benchmark for annual swap rates for swap transactions worldwide. This screen... Read more

Documents (0) for ISDAFIX®

Asset Classes | June 28, 2012

ISDA FIX Characteristics and Contributor Panels–Currency: HKD

ISDAFIX May-June 2012

Documents (1) for ISDA FIX Characteristics and Contributor Panels–Currency: HKD

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Asset Classes | June 28, 2012

ISDA FIX Characteristics and Contributor Panels—Currency: JPY

ISDAFIX May-June 2012

Documents (1) for ISDA FIX Characteristics and Contributor Panels—Currency: JPY

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Asset Classes | June 28, 2012

ISDA FIX Characteristics and Contributor Panels—Currency: CHF

ISDAFIX May-June 2012

Documents (1) for ISDA FIX Characteristics and Contributor Panels—Currency: CHF

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Asset Classes | April 16, 2012

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

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Asset Classes | March 6, 2012

Linear Interpolation Example

Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010)

Documents (2) for Linear Interpolation Example

Asset Classes | October 6, 2011

Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend

2010 Standardisation Matrix / corresponding legend

Documents (2) for Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend

Asset Classes | September 20, 2011

Standardisation Legend 2011- Rates- Final

2011 Standardisation Matrix Definitions and Reporting Explanations for Interest Rate Derivatives

Documents (1) for Standardisation Legend 2011- Rates- Final

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Press Releases | May 11, 2011

ISDA Announces Interest Rate Derivatives Trade Repository Selection

NEWS RELEASE For Immediate Release ISDA Announces Interest Rate Derivatives Trade Repository Selection NEW YORK,... Read more

Documents (1) for ISDA Announces Interest Rate Derivatives Trade Repository Selection

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