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

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Tag: Interest Rate Derivatives

Interest Rate March 23, 2011

Questions received by ISDA on the RFP for the Interest Rate Derivatives Trade Repository and answers provided

Documents (1) for Questions received by ISDA on the RFP for the Interest Rate Derivatives Trade Repository and answers provided

rfp-for-the-interest-rate-derivatives-trade-repository-questions-received-and-answers23-03(pdf) will open in a new tab or window

Interest Rate March 14, 2011

Request for Proposal: Interest Rate Derivatives Trade Repository

RFP

Documents (1) for Request for Proposal: Interest Rate Derivatives Trade Repository

rates-trade-repository-rfp-draft-finalfinal-2(pdf) will open in a new tab or window

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

Free downloads (2) for English and Bahasa Indonesian Translation of Confirmations for Certain Types of FX and Rates Transactions & Glossary

Interest Rate July 7, 2010

Electronic Novation Consent

Note from the Rates Steering Committee

Documents (1) for Electronic Novation Consent

electronic-novation-consent-markit-wire-participants-onboarding-letter(pdf) will open in a new tab or window

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

isda-rates-best-practice(pdf) will open in a new tab or window

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

termination-date-best-practice(pdf) will open in a new tab or window

Interest Rate May 8, 2008

Interest Rates Novation Pair-Offs