Discount Curve definition

Discount Curve means the set of discount factors for discounting cash flows in relation to the Notes derived from the Inter-bank Offered Rate for deposits in EURO based on EUR-ISDA-Swap Rates;
Discount Curve means the US$ swap curve determined by the Calculation Agent in its sole discretion.
Discount Curve means the EUR swap curve as determined by the Calculation Agent.

Examples of Discount Curve in a sentence

  • With respect to discount rate, the rate selected shall be consistent with SFAS 87 using the discounted cash flows projected from the plan and the annual spot rates for the month end coinciding with or immediately preceding the Closing Date as set forth in the Citigroup Pension Discount Curve as shown on the Society of Actuaries Website.


More Definitions of Discount Curve

Discount Curve means the US$ swap curve as determined by the Calculation Agent.
Discount Curve means the set of discount factors for discounting future cash flows derived from the London Inter-Bank Offered Rate (LIBOR) for deposits in USD as determined by the Calculation Agent with reference to USD-ISDA-Swap Rates.
Discount Curve means the set of discount factors for discounting cash flows in relation to the transaction derived from LIBOR for deposits in USD as determined by the Calculation Agent based on USD-ISDA Swap Rates.