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Interest Rate Derivative Conventions
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Tokyo Overnight Average Rate (TONA) Factsheet
business.bankofscotland.co.ukInterest rate quoting conventions continue to evolve as the market develops, and consequently there may not be an exact match for certain structure or derivative types. However the expectation is that, in most circumstances, the difference in floating rate calculated between these various conventions is likely to be minimal.
Interest Rate Derivative Conventions Contents
afma.com.auInterest Rate Derivative Conventions Page | 3 . 2.2. Interest Rate Swaps . Interest Rate Swaps An interest rate swap is an agreement between two counterparties under which each party agrees to make periodic payments to the other for an agreed period of time, based on a notional amount of principal, with interest paid in arrears