ISDA Interest Rate Derivatives Definitions
GPTKB entity
Statements (50)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
financial contract standard
|
| gptkbp:appliesTo |
interest rate swaps
cross-currency swaps basis swaps swaptions caps and floors exotic interest rate derivatives |
| gptkbp:contains |
Schedules
Exhibits Annexes Business Day conventions Calculation Agent provisions Day Count Fractions Fallbacks for benchmark cessation Floating Rate Option definitions Payment conventions |
| gptkbp:enables |
gptkb:legislation
risk management legal certainty efficient trade processing market standardization |
| gptkbp:firstPublished |
1993
|
| https://www.w3.org/2000/01/rdf-schema#label |
ISDA Interest Rate Derivatives Definitions
|
| gptkbp:language |
English
|
| gptkbp:latestReleaseVersion |
gptkb:2021_ISDA_Interest_Rate_Derivatives_Definitions
|
| gptkbp:provides |
fallback provisions
standardized terms conventions for interest calculation definitions for floating rate options |
| gptkbp:publishedBy |
gptkb:International_Swaps_and_Derivatives_Association
|
| gptkbp:referencedIn |
gptkb:ISDA_Master_Agreement
derivative transaction documentation swap confirmation |
| gptkbp:relatedTo |
gptkb:ISDA_Master_Agreement
gptkb:ISDA_Credit_Derivatives_Definitions gptkb:ISDA_Equity_Derivatives_Definitions gptkb:ISDA_FX_and_Currency_Option_Definitions |
| gptkbp:replacedBy |
1991 ISDA Definitions
|
| gptkbp:updated |
periodically
|
| gptkbp:usedBy |
banks
insurance companies hedge funds asset managers regulators corporates market infrastructure providers |
| gptkbp:usedFor |
interest rate derivatives
|
| gptkbp:usedIn |
over-the-counter derivatives
|
| gptkbp:bfsParent |
gptkb:ISDA_Master_Agreement
|
| gptkbp:bfsLayer |
7
|