ISR: Difference between revisions

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imported>Doug Williamson
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imported>Doug Williamson
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*[[Exercise price]]
*[[Exercise price]]
*[[Fixed leg]]
*[[Fixed leg]]
*[[Floating rate bond]]
*[[Floating rate note]]
*[[ICE]]
*[[ICE]]
*[[ICE Swap Rate]]
*[[ICE Swap Rate]]

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).


See also