Calculation agent and Sigma: Difference between pages

Latest revision as of 11:14, 2 July 2022

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The lower-case Greek letter 'σ' - equivalent to the English small letter 's' - used to designate the standard deviation of a variable.

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The capital Greek letter 'Σ' - equivalent to the English capital letter 'S' - used to designate the Sum of a selection or series of values.

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-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.
+The lower-case Greek letter 'σ' - equivalent to the English small letter 's' - used to designate the standard deviation of a variable.
 .
-A party with similar responsibilities under other transactions or arrangements.
+The capital Greek letter 'Σ' - equivalent to the English capital letter 'S' - used to designate the Sum of a selection or series of values.
 == See also ==
-* [[Collateral manager]]
+* [[Mu]]
-* [[Credit default swap]]
+* [[Six sigma]]
-* [[Credit support annex]]
+* [[Standard deviation]]
-*[[Global Financial Markets Association]]  (GFMA)
-* [[Interest rate swap]]
-* [[International Swaps and Derivatives Association]]
-* [[ISDA/IIFM Tahawwut Master Agreement]]
-* [[Over the counter]]
-* [[Valuation agent]]
-[[Category:Accounting,_tax_and_regulation]]
 [[Category:The_business_context]]
-[[Category:Identify_and_assess_risks]]
-[[Category:Manage_risks]]
-[[Category:Financial_products_and_markets]]