ISDAFIX: Difference between revisions

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imported>Doug Williamson
m (Future-proofed wording about HKD ISDAFIX. To be suspended with effect from 29th April 2013.)
imported>Doug Williamson
(Mend link.)
 
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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''.


ISDAFIX was the former name of ICE Swap Rate.


Its uses include calculating:
Sometimes written ISDA FIX, ISDAFix or ISDAfix.
 
1. Cash settlement amounts on the early termination of swaps.
 
2. Exercise values for cash-settled swap options.


3. Mark to market valuations for swaps and other derivatives.


== See also ==
* [[ICE Swap Rate]]
* [[International Swaps and Derivatives Association]]  (ISDA)
* [[Reference rate]]


ISDAFIX is calculated and published daily.
[[Category:Accounting,_tax_and_regulation]]
 
Maturities differ slightly by currency, for example in USD they are: 1-10 years inclusive, 15, 20, and 30 years.
 
 
Sometimes written ISDA FIX, ISDAFix or ISDAfix.

Latest revision as of 14:40, 24 June 2022

Reference rates.

ISDAFIX was the former name of ICE Swap Rate.

Sometimes written ISDA FIX, ISDAFix or ISDAfix.


See also

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