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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 ...............................................................................................................................................

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