<--- Back to Details
First PageDocument Content
Interest rates / Interest rate swap / Currency swap / Swap / Derivative / Libor / Reference rate / Forward rate agreement / Interest rate derivative / Notional amount / Overnight indexed swap / Basis swap
Interest rates
Interest rate swap
Currency swap
Swap
Derivative
Libor
Reference rate
Forward rate agreement
Interest rate derivative
Notional amount
Overnight indexed swap
Basis swap

DecemberInterest Rate Derivative Conventions Contents 1. Description ...............................................................................................................................................

Add to Reading List

Source URL: www.afma.com.au

Download Document from Source Website

File Size: 257,20 KB

Share Document on Facebook

Similar Documents

Economy / Financial economics / Contract law / Valuation / Option / Forward contract / Notional amount

May 17, SFEMC, EMTA & FXC Template Terms for INR/USD Non-Deliverable FX Transaction General Terms:

DocID: 1rswq - View Document

Foreign exchange market / Economy / Currency pair / Finance / FXall / Notional amount / Economics / Electronic Broking Services

Monthly Statistics - AprilVOLUME SNAPSHOT Hotspot recorded an average daily volume (ADV) of $25.6 in April 2016, a 0.3% increase over MarchMarket share for April, as measured against publicly reporting sp

DocID: 1r4oO - View Document

Interest rate swap / Swap / Notional amount / Derivative / Bond

New York State Monthly Swaps Report Introduction: To properly monitor the State’s swap portfolio, legislation requires each State Debt Issuer entering into a Statesupported swap to send a monthly swaps report, detailin

DocID: 1qPJY - View Document

Foreign exchange market / Economy / Finance / Money / Currency pair / ICAP / Notional amount / Hotspot / FXall / Electronic Broking Services

Monthly Statistics - JuneVOLUME SNAPSHOT Hotspot recorded an average daily volume (ADV) of $28.8 in June 2016, a 23.2% increase over MayMarket share for June, as measured against publicly reporting spot F

DocID: 1qx19 - View Document

Money / Economy / Finance / Interest rates / Mortgage / Banking / Foreign exchange market / Systemic risk / SIBOR / Libor / Notional amount / Swap

CALCULATION METHODOLOGY Calculation Methodology for the ABS Benchmarks ABS Benchmarks Administration Co. Pte Ltd 4 January 2016

DocID: 1q2ra - View Document