Leap Year Conventions 2012
Industry practice with regards to leap year trading from the ISDA Rates Steering Committee
Interest Rate Derivative
Linear Interpolation Example
Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010)
Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend
2010 Standardisation Matrix / corresponding legend
Standardisation Legend 2011- Rates- Final
2011 Standardisation Matrix Definitions and Reporting Explanations for Interest Rate Derivatives
Documents (1)
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 ISDA Announces Interest Rate Derivatives Trade Repository Selection
Documents (1)
Documents (1)
Electronic Novation Consent
Note from the Rates Steering Committee
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
Best Practice Statement for Linear Interpolation
Best practice for linear interpolation and a worked example