This document outlines the terms and conditions related to the calculation of floating amounts in a swap transaction. It defines key terms such as 'Rate Cut-off Date', 'Spread', and 'Floating Rate Day Count Fraction'. It also specifies the day count fractions for various floating rate options.
doj/DataSet10/EFTA01388246.pdf
{"document_type":"legal","document_subtype":"Swap Transaction Agreement","reference_numbers":["DB-SDNY-0091701","SDNY_GM_00237885","EFTA01388246"]}