Calculation agent: Difference between revisions
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imported>Doug Williamson (Mend link.) |
imported>Doug Williamson (Add link.) |
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== See also == | == See also == | ||
* [[Agent]] | |||
* [[Collateral manager]] | * [[Collateral manager]] | ||
* [[Credit default swap]] | * [[Credit default swap]] | ||
Latest revision as of 18:10, 4 July 2022
1.
A party to an over-the-counter (OTC) derivatives transaction - such as an interest rate swap (IRS) or credit default swap (CDS) - responsible for making certain calculations and determinations relating to the transaction and the exchange of payments under it.
2.
A party with similar responsibilities under other transactions or arrangements.
