Template:2006 ISDA Definitions TOC
Article 1 Certain General Definitions
- Section 1.1 Swap Transaction
- Section 1.2 Confirmation
- Section 1.3 Banking Day
- Section 1.4 Business Day
- Section 1.5 Financial Centers
- Section 1.6 Certain Business Days
- Section 1.7 Currencies
- Section 1.8 TARGET Settlement Day
- Section 1.9 New York Fed Business Day
- Section 1.10 NYSE Business Day
- Section 1.11 U.S. Government Securities Business Day
- Section 1.12 EC Treaty
Article 2 Parties
- Section 2.1 Fixed Rate Payer; Fixed Amount Payer
- Section 2.2 Floating Rate Payer; Floating Amount Payer
Article 3 Term and Dates
- Section 3.1 Term
- Section 3.2 Effective Date
- Section 3.3 Termination Date
- Section 3.4 Initial Exchange Date
- Section 3.5 Interim Exchange Date; Periodic Exchange Date
- Section 3.6 Final Exchange Date; Exchange Date; Maturity Date
- Section 3.7 Trade Date
Article 4 Certain Definitions Relating to Payments
- Section 4.1 Initial Exchange Amount
- Section 4.2 Interim Exchange Amount; Periodic Exchange Amount
- Section 4.3 Final Exchange Amount; Exchange Amount.7ii
- Section 4.4 Fixed Amount
- Section 4.5 Floating Amount
- Section 4.6 Currency Amount
- Section 4.7 Notional Amount
- Section 4.8 Calculation Amount
- Section 4.9 Payment Date
- Section 4.10 Period End Date
- Section 4.11 FRN Convention; Eurodollar Convention
- Section 4.12 Business Day Convention
- Section 4.13 Calculation Period
- Section 4.14 Calculation Agent
- Section 4.15 Calculation Date
- Section 4.16 Day Count Fraction
- Section 4.17. IMM Settlement Dates
Article 5 Fixed Amounts
Article 6 Floating Amounts
- Section 6.1 Calculation of a Floating Amount
- Section 6.2 Certain Definitions Relating to Floating Amounts
- Section 6.3 Certain Definitions Relating to Compounding
- Section 6.4 Negative Interest Rates
Article 7 Calculation of Rates for Certain Floating Rate Options
- Section 7.1 Rate Options
- Section 7.2 Certain Published and Displayed Sources
- Section 7.3 Certain General Definitions Relating to Floating Rate Options
- Section 7.4 Price Source Conversion
- Section 7.5 Certain Definitions Relating to Price Source Conversion
- Section 7.6 Corrections to Published and Displayed Rates
Article 8 Rounding; Interpolation; Discounting
- Section 8.1 Rounding
- Section 8.2 Rounding of Currency Amounts
- Section 8.3 Interpolation
- Section 8.4 Discounting
Article 9 Payments
Article 10 Mark-to-Market Currency Swaps
- Section 10.1 Mark-to-market Currency Swap
- Section 10.2 General Terms Relating to Mark-to-market Currency Swaps
- Section 10.3 Application of ISDA MTM Matrix
- Section 10.4 ISDA MTM Matrix
- Section 10.5 MTM Amount
Article 11 Option Transaction; Swaption; Swaption Straddle
- Section 11.1 Option Transaction
- Section 11.2 Swaption
- Section 11.3 Swaption Straddle
Article 12 Certain Definitions and Provisions Relating to Option Transactions
- Section 12.1 Parties
- Section 12.2 Option Style
- Section 12.3 Terms Relating to Premium
- Section 12.4 Exercise Business Day
- Section 12.5 Notional Amount for Option Transactions
Article 13 Exercise of Options
- Section 13.1 General Terms Relating to Exercise
- Section 13.2 Procedure for Exercise
- Section 13.3 Partial Exercise
- Section 13.4 Multiple Exercise
- Section 13.5 Minimum Notional Amount
- Section 13.6 Maximum Notional Amount
- Section 13.7 Automatic Exercise
- Section 13.8 Fallback Exercise
- Section 13.9 Settlement Rate on Automatic Exercise or Fallback Exercise
- Section 13.10 Exercise of Swaption Straddles.94iv
Article 14 General Terms and Provisions Relating to Settlement Of Swaptions
Article 15 Physical Settlement of Swaptions
- Section 15.1 Physical Settlement
Article 16 Optional Early Termination
- Section 16.1 Optional Early Termination
- Section 16.2 Optional Early Termination Date
Article 17 Mandatory Early Termination
- Section 17.1 Mandatory Early Termination
- Section 17.2 Mandatory Early Termination Date
Article 18 Cash Settlement
- Section 18.1 Cash Settlement
- Section 18.2 Certain Definitions Relating to Cash Settlement
- Section 18.3 Cash Settlement Methods
- Section 18.4 In-the-money
- Section 18.5 Out-of-the-money
- Section 18.6 Corrections to Published and Displayed Rates for Settlement Rate
Article 19 ISDA Settlement Matrix
- Section 19.1 Application of ISDA Settlement Matrix
- Section 19.2 ISDA Settlement Matrix