Template:EUA Annex Cost of Carry Rate: Difference between revisions
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Amwelladmin (talk | contribs) Created page with "'''{{euaprov|Close-out Cost of Carry Rate}}''': Means a rate equal to the {{isdadefprov|Floating Rate}} that would be determined for the period from the scheduled {{euaprov|Pa..." |
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'''{{euaprov| | '''{{euaprov|Cost of Carry Rate}}''': Means a rate equal to the {{isdadefsprov|Floating Rate}} that would be determined for a {{isdadefsprov|Calculation Period}} commencing on (and including) the scheduled {{euaprov|Payment Date}} and ending on (but excluding) the {{euaprov|Delayed Payment Date}}, if the {{euaprov|Reset Date}} were the last day of that {{isdadefsprov|Calculation Period}} and the applicable {{isdadefsprov|Floating Rate Option}} were “EUR-EONIA-OIS-COMPOUND”. <br> |
Latest revision as of 14:12, 27 June 2024
Cost of Carry Rate: Means a rate equal to the Floating Rate that would be determined for a Calculation Period commencing on (and including) the scheduled Payment Date and ending on (but excluding) the Delayed Payment Date, if the Reset Date were the last day of that Calculation Period and the applicable Floating Rate Option were “EUR-EONIA-OIS-COMPOUND”.