IMM Roll Method definition
IMM Roll Method means a method for scheduling certain future dates whereby Reset Dates and the Maturity Date are determined by reference to the third Wednesday in the relevant month adjusted by the Modified Following Business Day Convention;
IMM Roll Method means a method for scheduling certain future dates whereby Reset Dates and the Maturity Date are determined by reference to the third Wednesday in the relevant month, subject to adjustment in accordance with the Modified Following Business Day Convention;
IMM Roll Method means a method for scheduling certain future dates whereby Reset Dates and the Maturity Date are determined by reference to the third Wednesday in the