The document outlines the cash settlement methods applicable to swap transactions, specifically focusing on the calculation of cash settlement amounts under different scenarios such as Zero Coupon Yield - Adjusted and Par Yield Curve - Unadjusted. It details the conditions under which these methods apply, particularly in cases of Optional Early Termination or Mandatory Early Termination.
doj/DataSet10/EFTA01388311.pdf
{"document_type":"legal","document_subtype":"Swap Transaction Agreement","reference_numbers":["DB-SDNY-0091789","SDNY_GM_00237973","EFTA01388311"]}