Interest Rate Derivatives – Page 22 – International Swaps and Derivatives Association

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Tag: Interest Rate Derivatives

English and Bahasa Indonesian Translation of Confirmations for Certain Types of FX and Rates Transactions & Glossary

The templates, which are to be used in conjunction with the FX Glossary and the... Read more

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Interest Rate July 7, 2010

Electronic Novation Consent

Note from the Rates Steering Committee

Documents (1) for Electronic Novation Consent

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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 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 February 10, 2009

Drafting, Affirmation and Risk Mitigation

ISDA Best Practice Statement

Documents (1) for Drafting, Affirmation and Risk Mitigation

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Interest Rate February 5, 2009

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

Interest Rate October 31, 2008

Adjustment of Termination Date

Best Practice Statement

Documents (1) for Adjustment of Termination Date

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Interest Rate May 8, 2008

Interest Rates Novation Pair-Offs

Best Practice Statement

Documents (1) for Interest Rates Novation Pair-Offs

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Interest Rate February 7, 2008

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

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1991 ISDA Definitions

The 1991 ISDA Definitions are intended for use with the 1987 ISDA Interest Rate and... Read more

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