The 2006 ISDA Definitions provide a framework for documenting privately negotiated interest rate and currency derivative transactions. They update the 2000 ISDA Definitions and include consolidated definitions and provisions for various financial instruments, including swaps, options, and currency swaps. The document outlines general terms, payment calculations, and specific rate options for different currencies. It also includes provisions for mark-to-market currency swaps and option transactions like swaptions and swaption straddles.
documents/vol00010-efta01436668-pdf.pdf
{"title":"2006 ISDA Definitions","key_people":["International Swaps and Derivatives Association, Inc."],"document_date":"2006","document_type":"legal","key_locations":["New York, N.Y."],"document_subtype":"ISDA Definitions","key_organizations":["International Swaps and Derivatives Association, Inc."],"reference_numbers":["EFTA01436668","EFTA01436669","EFTA01436670","EFTA01436671","EFTA01436672","EFTA01436673","EFTA01436674","EFTA01436675","EFTA01436676","EFTA01436677","EFTA01436678","EFTA01436679","EFTA01436680","EFTA01436681","EFTA01436682","EFTA01436683","EFTA01436684","EFTA01436685","EFTA01436686","EFTA01436687","EFTA01436688"]}