ISDAFIX: Difference between revisions

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imported>Doug Williamson
(Link with ISDA and Swap pages.)
imported>Doug Williamson
(Update for ICE Swap Rate.)
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ISDAFIX is a benchmark reference rate for annual swap rates in CHF, EUR, GBP, JPY, USD and (historically up to April 2013) HKD.
''Reference rates''.
 
 
Its uses include calculating:
 
#Cash settlement amounts on the early termination of swaps.
#Exercise values for cash-settled swap options.
#Mark to market valuations for swaps and other derivatives.
 
 
ISDAFIX is calculated and published daily.
 
Published maturities differ slightly by currency, for example in USD they are: 1-10 years inclusive, 15, 20, and 30 years.


ISDAFIX was the former name of ICE Swap Rate.


Sometimes written ISDA FIX, ISDAFix or ISDAfix.
Sometimes written ISDA FIX, ISDAFix or ISDAfix.




== See also ==
== See also ==
* [[ICE Swap Rate]]
* [[ISDA]]
* [[ISDA]]
* [[Swap]]
* [[Reference rate]]

Revision as of 09:48, 1 September 2018

Reference rates.

ISDAFIX was the former name of ICE Swap Rate.

Sometimes written ISDA FIX, ISDAFix or ISDAfix.


See also