Spread - ISDA Definition

ISDA Definitions →Go uptown In a Nutshell™ Section 6.2(e): 6.2(e) “Spread” means the specified annual rate (positive or negative). When determining a Floating Amount, a Compounding Period Amount or a Basic Compounding Period Amount, add the Spread to the Floating Rate. view template 2006 ISDA Definitions: The full text of Section 6.2(e): 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. view template Resources: 2006 ISDA DefinitionsArticles: 1 General definitions | 2 Parties | 3 Term and dates | 4 Definitions relating to payments | 5 Fixed Amounts | 6 Floating Amounts | 7 | 8 | 9 Payments | 10 | 11 | 12 | 13 Exercise of Options | 14 | 15 | 16 Optional Early Termination | 17 Mandatory Early Termination | 18 Cash Settlement | 19 ISDA Settlement Matrix | Tell me more Sign up for our newsletter — or just get in touch: for ½ a weekly 🍺 you get to consult JC. Ask about it here.