Template:Nutshell GMRA 2(pp)
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”.
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”.