ISR: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Mend link.) |
imported>Doug Williamson (Add alternative name.) |
||
| Line 11: | Line 11: | ||
*[[Exercise price]] | *[[Exercise price]] | ||
*[[Fixed leg]] | *[[Fixed leg]] | ||
*[[Floating rate note]] | *[[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).
