Template:Isda def Calculation Period summ: Revision history

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27 June 2024

  • curprev 14:2014:20, 27 June 2024Amwelladmin talk contribs 1,045 bytes +1,045 Created page with "A simple and functional definition. Most swaps will have periods (shorter than the whole term of the swap) over which or by reference to which rates are calculated. the obvious one is the interest rate swap. If you are swapping three month LIBOR<ref>Okay, or whatever the hell benchmark they use now. Don’t ask me.</ref> for fixed interest, then the Calculation period for the floating leg will be (drum roll) three months. The {{isdadefsprov|Calculation Period}} f..."