ISDAFIX: Difference between revisions

Revision as of 09:48, 1 September 2018

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]]
 * [[ISDA]]
-* [[Swap]]
+* [[Reference rate]]