Template:2006 ISDA Definitions Calculation, Currency and Notional Amount: Difference between revisions

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Latest revision as of 15:12, 30 April 2024

Section 4.6. Currency Amount. “Currency Amount” means, in respect of a party and any Calculation Period for a Swap Transaction involving more than one currency, the amount specified as such for the Swap Transaction or that party.
Section 4.7. Notional Amount. “Notional Amount”:

(a) means, in respect of a party and any Calculation Period for a Swap Transaction involving one currency other than an Option Transaction, the amount specified as such for the Swap Transaction; and
(b) in respect of any Option Transaction, has the meaning set forth in Section 12.5 (Notional Amount for Option Transactions).

Section 4.8. Calculation Amount. “Calculation Amount” means, in respect of a Swap Transaction and a party, the applicable Notional Amount or Currency Amount, as the case may be.