ISDAFIX: Difference between revisions

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.

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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.
+== See also ==
+* [[ICE Swap Rate]]
+* [[International Swaps and Derivatives Association]]  (ISDA)
+* [[Reference rate]]
-== See also ==
+[[Category:Accounting,_tax_and_regulation]]
-* [[ISDA]]
-* [[Swap]]