Market Practice – International Swaps and Derivatives Association

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Tag: Market Practice

Asset Classes | April 8, 2022

ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps

The purpose of this Market Practice Note is to recommend an approach to the calendars... Read more

Documents (1) for ISDA Market Practice Note on Applicable Calendars for Determining Effective Dates of SOFR Swaps

Market Practice Note - Effective Date for SOFR transactions 040822(pdf) will open in a new tab or window