Index DV01 definition

Index DV01 means, for any Index, on any date (the "DV01 Determination Date"), a number equal to the net present value of a payment of 1.00 Euro per annum, using a day count fraction of Actual/360 and which will be due to be made on each Interest Payment Date and each payment will be discounted using
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Index DV01 means, for any Index, on any date (the "DV01 Determination Date"), a number equal to the net present value of a payment of 1.00 Euro per annum, using a day count fraction of Actual/360 and which will be due to be made on each Interest Payment Date and each payment will be discounted using discount factors derived from the EUR swap curve (with zero spread adjustment) from the date on which such payment would be due until the DV01 Determination Date all as determined by the Calculation Agent;
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Related to Index DV01

  • Index B means the index for the year prior to index A.

  • Index Level means, in respect of any day and subject to Adjustment Provisions: (a) in respect of an Index (other than a Multiple Exchange Index), the closing level of such Index at the Valuation Time on such day; and (b) in respect of an Index that is a Multiple Exchange Index, the official closing level of the Index on such day at the Valuation Time as calculated and published by the Index Sponsor each as rounded up to four decimal places (with 0.00005 being rounded up), all as determined by the Calculation Agent.

  • Index A means the index for the year prior to the

  • Index Value means, in relation to any Reference Rate Business Day:

  • Index Component means those securities, assets or reference values of which the Index is comprised from time to time.