Certain Definitions Relating to Floating Amounts - ISDA Definition
2006 ISDA Definitions A Jolly Contrarian owner’s manual™
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References
6.2(a) Floating Rate
6.2(b) Reset Date
6.2(c) Relevant Rate
6.2(d) Rate Cut-off Date
6.2(e) Spread
6.2(f) Floating Rate Day Count Fraction
6.2(g) Day Count Fractions for certain Floating Rate Options
6.2(h) Floating Rate Option
6.2(i) Rate Option
6.2(j) CapRate
6.2(k) Floor Rate