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ISDA swap definitions

pauly

Joined
11/23/08
Messages
15
Points
11
Anyone know where I can get the ISDA definitions, particularly in relation to interest rate swap agreements. I want an inventory of all the different day count conventions, business day conventions,etc together with relataed definitions and can't find them free online anywhere.

Any help would be appreciated.
 
ISDA agreements are negotiated individually so there really is no set standard. Common practice is similar to Fixed Income basis of either 360 or 365(366 if leap). It really depends on the counterparties involved much more than a set standard.

I have a few generic ISDAs from GS & CSFB. If you are interested send me a PM/email and I can forward them on - they are generic so there are no securities referenced or set basis/rates, etc. I can't really make public fully executed ISDAs.
 
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