ISR: Difference between revisions
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imported>Doug Williamson (Create page. Sources: linked pages.) |
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*[[Exercise price]] | *[[Exercise price]] | ||
*[[Fixed leg]] | *[[Fixed leg]] | ||
*[[Floating rate | *[[Floating rate note]] = floating rate bond | ||
*[[ICE]] | *[[ICE]] | ||
*[[ICE Swap Rate]] | *[[ICE Swap Rate]] | ||
Latest revision as of 14:55, 1 July 2022
Reference rates.
ISR is an abbreviation for ICE Swap Rate, a global benchmark for swap rates and spreads for interest rate swaps.
It represents the mid-price for interest rate swaps (the fixed leg), at particular times of the day, in three major currencies (EUR, GBP and USD).
