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April 4, 2012

ISDA OTC Product Taxonomies

As part of the effort to invent a Universal Product ID, ISDA have built a handy catalogue of all the possible OTC products – very useful if you need such a list. I couldn’t find an ‘interest rate gathering sequential compounding lookback reverse swap’ in there though. Download the Excel sheet from the page below, or live dangerously and get a saved version here.

ISDA – International Swaps and Derivatives Association, Inc..


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