The document outlines provisions related to the calculation and payment of floating amounts in swap transactions, particularly when negative floating rates or spreads are involved. It specifies conditions under which the 'Zero Interest Rate Method' applies, affecting the payment obligations of parties involved in swap transactions. Additionally, it details the calculation of rates for certain floating rate options, including the 'AUD-AONIA-OIS-COMPOUND' rate for Australian Dollar transactions.
doj/DataSet10/EFTA01388250.pdf
{"document_type":"legal","document_subtype":"Swap Transaction Agreement","reference_numbers":["DB-SDNY-0091705","SDNY_GM_00237889","EFTA01388250"]}