Template:2006 ISDA Definitions 6.2(f): Difference between revisions
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Amwelladmin (talk | contribs) Created page with "{{isdadefsprov|6.2(f)}} “'''{{isdadefsprov|Floating Rate Day Count Fraction}}'''” means, in respect of any calculation of a {{isdadefsprov|Floating Amount}}: :(i) if a {..." |
Amwelladmin (talk | contribs) m Amwelladmin moved page Template:ISDA Definitions 2006 6.2(f) to Template:2006 ISDA Definitions 6.2(f) |
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Latest revision as of 14:00, 4 December 2023
6.2(f) “Floating Rate Day Count Fraction” means, in respect of any calculation of a Floating Amount:
- (i) if a Floating Rate Day Count Fraction is specified for the Swap Transaction or the Floating Rate Payer, the Floating Rate Day Count Fraction so specified; and
- (ii) if the Floating Rate Option specified as the applicable Floating Rate Option is listed in Section 6.2(g) and a Floating Rate Day Count Fraction is not specified for the Swap Transaction or the Floating Rate Payer, the Day Count Fraction indicated for that Floating Rate Option in Section 6.2(g); and
- (iii) in all other cases, if a Floating Rate Option defined in Section 7.1 (Rate Options) is specified as the applicable Floating Rate Option, “Actual/360”.