ISR: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Create page. Sources: linked pages.) |
(No difference)
|
Revision as of 12:49, 28 August 2019
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).
