International Swaps and Derivatives Association, Inc. Disclosure Annex for Interest Rate Transactions This Annex supplements and should be read in conjunction with the General Disclosure Statement. NOTHING IN THIS ANNEX

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Date: 2014-09-10 07:52:14 Economy Money Finance Interest rates Interest rate swap Swap Constant maturity swap Forward rate agreement Currency swap Notional amount Derivative Fixed income		International Swaps and Derivatives Association, Inc. Disclosure Annex for Interest Rate Transactions This Annex supplements and should be read in conjunction with the General Disclosure Statement. NOTHING IN THIS ANNEX Add to Reading List Source URL: globalmarkets.bnpparibas.com Download Document from Source Website File Size: 104,14 KB Share Document on Facebook

	International Swaps and Derivatives Association, Inc. Disclosure Annex for Interest Rate Transactions This Annex supplements and should be read in conjunction with the General Disclosure Statement. NOTHING IN THIS ANNEX DocID: 1nKnq - View Document
	List of Abbreviations 1s3s 1x4 1x6 2x5 DocID: 10txI - View Document
	Index absolute volatility, 183, 198n34 actual (realized) volatility, 421, 434–36, 497 adjusted payments, 24, 524 DocID: 10pz5 - View Document
	ISDA® International Swaps and Derivatives Association, Inc. Disclosure Annex for Interest Rate Transactions This Annex supplements and should be read in conjunction with the General Disclosure Statement. NOTHING IN THIS DocID: VOvj - View Document
	CHAPTER 6 Different Types of Swaps 1 In the previous chapter, we introduced two simple kinds of generic swaps: interest rate and currency swaps. These are usually known as “plain vanilla” deals because the structures DocID: VorL - View Document