Template:2006 ISDA Definitions 6.2(g): Difference between revisions
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Latest revision as of 14:01, 4 December 2023
6.2(g) For purposes of Section 6.2(f)(ii), the Day Count Fraction for each of the following Floating Rate Options is indicated below:
“AUD-AONIA-OIS-COMPOUND” |
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“AUD-AONIA-OIS-COMPOUND-SwapMarker” |
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“AUD-BBR-AUBBSW” |
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“AUD-BBR-BBSW” |
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“AUD-BBR-BBSW-Bloomberg” |
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“AUD-BBR-BBSY (BID)” |
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“AUD-Swap Rate-Reuters” |
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“CAD-BA-CDOR” |
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“CAD-BA-CDOR-Bloomberg” |
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“CAD-BA-Reuters” |
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“CAD-BA-Reference Banks” |
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“CAD-ISDA-Swap Rate” |
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“CAD-TBILL-Reuters” |
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“CAD-TBILL-Reference Banks” |
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“CAD-REPO-CORRA” |
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“EUR-EURIBOR-Act/365” |
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“EUR-EURIBOR-Act/365-Bloomberg” |
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“GBP-ISDA-Swap Rate” |
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“GBP-LIBOR-BBA” |
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“GBP-LIBOR-BBA-Bloomberg” |
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“GBP-LIBOR-Reference Banks” |
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“GBP-Semi-Annual Swap Rate” |
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“GBP-Semi-Annual Swap Rate-Reference Banks” |
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“GBP-WMBA-SONIA-COMPOUND” |
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“HKD-HIBOR-HKAB” |
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“HKD-HIBOR-HKAB-Bloomberg” |
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“HKD-HIBOR-HIBOR=“ |
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“HKD-HIBOR-HIBOR-Bloomberg” |
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“HKD-HIBOR-Reference Banks” |
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“HKD-HONIX-OIS-COMPOUND” |
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“HKD-ISDA-Swap Rate-11:00” |
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“HKD-ISDA-Swap Rate-4:00” |
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“IDR-IDMA -Bloomberg” |
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“ILS-TELBOR01-REUTERS” |
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“INR-BMK” |
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“INR-CMT” |
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“INR-INBMK-REUTERS” |
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“INR-MIBOR-OIS-COMPOUND” |
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“INR-MIFOR” |
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“INR-MIOIS” |
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“INR-MITOR-OIS-COMPOUND” |
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“JPY-BBSF-Bloomberg-10:00” |
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“JPY-BBSF-Bloomberg-15:00” |
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“KRW-CD-KSDA-Bloomberg” |
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“KRW-CD-3220” |
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“MYR-KLIBOR-BNM” |
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“MYR-KLIBOR-Reference Banks” |
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“NZD-NZIONA-OIS-COMPOUND” |
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“PLN-WIBOR-WIBO” |
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“PLN-WIBOR-Reference Banks” |
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“SGD-SIBOR-Reuters” |
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“SGD-SIBOR-Reference Banks” |
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“SGD-SONAR-OIS-COMPOUND” |
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“SGD-SOR-Reuters” |
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“SGD-SOR-Reference Banks” |
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“THB-SOR-Reuters” |
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“THB-SOR-Reference Banks” |
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“THB-THBFIX-Reuters” |
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“TWD-Reuters-6165” |
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“TWD-TWCPBA” |
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“TWD-Reference Dealers” |
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“USD-CMS-Reference Banks-ICAP SwapPX” |
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“USD-SIFMA Municipal Swap Index” |
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“USD-S&P Index-High Grade” |
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“ZAR-JIBAR-SAFEX” |
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“ZAR-JIBAR-Reference Banks” |
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“ZAR-PRIME-AVERAGE” |
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“ZAR-PRIME-AVERAGE-Reference Banks” |
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“ZAR-DEPOSIT-SAFEX” |
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“ZAR-DEPOSIT-Reference Banks” |