Characteristics
Effective Date -
Maturity Date -
Notional - (Principal) The amount that is used to calculate the payments
Leg 1 Tenor - The frequency the cash flows are swapped ?
Leg 2 Tenor -
Master Agreement - Refers to the set of ISDA definitions
Leg 1 Interest Payments - This could be fixed or floating
Leg 2 Interest Payments - This could be fixed or floating
Leg 1 Currency -
Leg 2 Currency -
Business Pay Conventions - Including modified following
The notional amount might amortise over the life of the swap.
The interest payments might be compounded or based on an average
© 2024 Better Solutions Limited. All Rights Reserved. © 2024 Better Solutions Limited TopPrevNext