Statements (27)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
financial contract standard
|
| gptkbp:appliesTo |
interest rate swaps
basis swaps other interest rate derivatives swaptions |
| gptkbp:contains |
business day conventions
calculation methodologies day count conventions fallback provisions floating rate options market conventions standardized terms |
| gptkbp:firstPublished |
1993
|
| gptkbp:governedBy |
varies by agreement
|
| https://www.w3.org/2000/01/rdf-schema#label |
ISDA Definitions
|
| gptkbp:language |
English
|
| gptkbp:latestReleaseVersion |
gptkb:2021_ISDA_Interest_Rate_Derivatives_Definitions
|
| gptkbp:publishedBy |
gptkb:International_Swaps_and_Derivatives_Association
|
| gptkbp:referencedIn |
gptkb:ISDA_Master_Agreement
derivative confirmations |
| gptkbp:replacedBy |
gptkb:2006_ISDA_Definitions
|
| gptkbp:updated |
amendments
supplements |
| gptkbp:usedFor |
over-the-counter derivatives
|
| gptkbp:website |
https://www.isda.org
|
| gptkbp:bfsParent |
gptkb:International_Swaps_and_Derivatives_Association
|
| gptkbp:bfsLayer |
6
|