Tag: Interest Rate Derivatives
The templates, which are to be used in conjunction with the FX Glossary and the... Read more English and Bahasa Indonesian Translation of Confirmations for Certain Types of FX and Rates Transactions & Glossary
Electronic Novation Consent
Note from the Rates Steering Committee
Documents (1) for Electronic Novation Consent
Linear Interpolation Example – 2010
SEE MARCH 6, 2012 for most recent Linear Interpolation formula spreadsheet. Linear Interpolation example is... Read more Linear Interpolation Example - 2010
Documents (2) for Linear Interpolation Example – 2010
Best Practice Statement for Linear Interpolation
Best practice for linear interpolation and a worked example
Documents (2) for Best Practice Statement for Linear Interpolation
Drafting, Affirmation and Risk Mitigation
ISDA Best Practice Statement
Documents (1) for Drafting, Affirmation and Risk Mitigation
Interest rate compounding conventions used in OTC derivatives transactions
Memo (February 5, 2009) and Excel spreadsheet with examples
Documents (2) for Interest rate compounding conventions used in OTC derivatives transactions
Adjustment of Termination Date
Best Practice Statement
Documents (1) for Adjustment of Termination Date
Interest Rates Novation Pair-Offs
Best Practice Statement
Documents (1) for Interest Rates Novation Pair-Offs
Cash Settlement Payment Dates for early termination options
ISDA Best Practice Statement (updated February 8, 2008)
Documents (1) for Cash Settlement Payment Dates for early termination options
1991 ISDA Definitions
The 1991 ISDA Definitions are intended for use with the 1987 ISDA Interest Rate and... Read more 1991 ISDA Definitions
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