Trading – Page 13 – International Swaps and Derivatives Association

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Tag: Trading

Interest Rate April 16, 2012

Leap Year Conventions 2012

Industry practice with regards to leap year trading from the ISDA Rates Steering Committee

Documents (1) for Leap Year Conventions 2012

leap-year-convensions-2(pdf) will open in a new tab or window

Interest Rate March 6, 2012

Linear Interpolation Example

Linear Interpolation formula spreadsheet (March 2012) / Linear Interpolation example (January 2010) ISDA published an... Read more

Documents (2) for Linear Interpolation Example

Studies February 23, 2012

Interest Rate Swaps Compression: A Progress Report

This paper describes a risk reduction practice, portfolio compression (compression), which is conducted in the... Read more

Documents (1) for Interest Rate Swaps Compression: A Progress Report

irs-compression-progress-report-feb-2012(pdf) will open in a new tab or window

Interest Rate October 6, 2011

Standardisation 2010 – Final Credit Derivatives Matrix and Legend

2010 Standardisation Matrix / corresponding legend

Documents (2) for Standardisation 2010 – Final Credit Derivatives Matrix and Legend

Interest Rate October 6, 2011

Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend

2010 Standardisation Matrix / corresponding legend

Documents (2) for Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend

Equity October 6, 2011

Standardisation 2010 – Final Equity Derivatives Matrix and Legend

2010 Standardisation Matrix / corresponding legend

Documents (2) for Standardisation 2010 – Final Equity Derivatives Matrix and Legend

Equity October 4, 2011

LIFFE Disruption – September 30, 2011

Market consensus on treatment of LIFFE event of September 30, 2011 for FTSE Index Variance... Read more

Documents (1) for LIFFE Disruption – September 30, 2011

liffe-sept-2011(pdf) will open in a new tab or window

Credit September 20, 2011

Cross Asset Standardisation Matrix – 2011 templates

2011 Standardisation Matrix templates for Credit, Equity and Interest Rate Derivatives

Documents (1) for Cross Asset Standardisation Matrix – 2011 templates

cross-asset-standardisation-matrix-2011-templates(xls) will open in a new tab or window

Credit September 20, 2011

Standardisation Legend 2011- Credit- Final

2011 Standardisation Matrix Definitions and Reporting Explanations for Credit Derivatives

Documents (1) for Standardisation Legend 2011- Credit- Final

standardization-legend-2011-credit-final(doc) will open in a new tab or window

Interest Rate September 20, 2011

Standardisation Legend 2011- Rates- Final

2011 Standardisation Matrix Definitions and Reporting Explanations for Interest Rate Derivatives

Documents (1) for Standardisation Legend 2011- Rates- Final

standardization-legend-2011-rates-final(doc) will open in a new tab or window

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Tag: Trading

Documents (1) for Leap Year Conventions 2012

Documents (2) for Linear Interpolation Example

Documents (1) for Interest Rate Swaps Compression: A Progress Report

Documents (2) for Standardisation 2010 – Final Credit Derivatives Matrix and Legend

Documents (2) for Standardisation 2010 – Final Interest Rate Derivatives Matrix and Legend

Documents (2) for Standardisation 2010 – Final Equity Derivatives Matrix and Legend

Documents (1) for LIFFE Disruption – September 30, 2011

Documents (1) for Cross Asset Standardisation Matrix – 2011 templates

Documents (1) for Standardisation Legend 2011- Credit- Final

Documents (1) for Standardisation Legend 2011- Rates- Final