Interest Rate Derivative Archives | Page 6 of 7 | International Swaps and Derivatives Association

Interest Rate Derivative

Asset Classes | October 6, 2011

2010 Standardisation Matrix / corresponding legend

Asset Classes | September 20, 2011

2011 Standardisation Matrix Definitions and Reporting Explanations for Interest Rate Derivatives

Press Releases | May 11, 2011

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

Asset Classes | March 23, 2011

Asset Classes | March 14, 2011

RFP

Asset Classes | July 7, 2010

Note from the Rates Steering Committee

Asset Classes | April 26, 2010

SEE MARCH 6, 2012 for most recent Linear Interpolation formula spreadsheet. Linear Interpolation example is... Read more

Asset Classes | December 18, 2009

Best practice for linear interpolation and a worked example

Asset Classes | February 10, 2009

ISDA Best Practice Statement

Asset Classes | February 5, 2009

Memo (February 5, 2009) and Excel spreadsheet with examples