Spread - ISDA Definition: Difference between revisions

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Latest revision as of 14:05, 4 December 2023

2006 ISDA Definitions

A Jolly Contrarian owner’s manual™

6.2(e) in a Nutshell

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6.2(e) in all its glory

6.2(e)Spread” means the per annum rate (which may be negative), if any, expressed as a decimal, specified as such for the Swap Transaction or the party. For purposes of determining a Floating Amount, a Compounding Period Amount or a Basic Compounding Period Amount, the Spread will be added to the Floating Rate.

2021 ISDA Interest Rate Derivatives Definitions Resources and Navigation

Overview

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Summary

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Premium content

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See also

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References