Template:Nutshell GMRA 2(pp): Difference between revisions
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{{gmraprov|2(pp)}} '''{{gmraprov|Repurchase Price}}''' is the sum of the {{gmraprov|Purchase Price}} and the {{gmraprov|Price Differential}}, which in turn is calculated as ''{{gmraprov|Pricing Rate}} * {{gmraprov|Purchase Price}} * [[day count fraction | {{gmraprov|2(pp)}} '''{{gmraprov|Repurchase Price}}''' is the sum of the {{gmraprov|Purchase Price}} and the {{gmraprov|Price Differential}}, which in turn is calculated as ''{{gmraprov|Pricing Rate}} * {{gmraprov|Purchase Price}} * [[day count fraction]]''. The {{gmraprov|Pricing Rate}} is the agreed “[[repo rate]]”. | ||
Latest revision as of 10:45, 30 June 2020
2(pp) Repurchase Price is the sum of the Purchase Price and the Price Differential, which in turn is calculated as Pricing Rate * Purchase Price * day count fraction. The Pricing Rate is the agreed “repo rate”.