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Subject: Одно слово gen. For this purpose, the mid-market annual swap rate means the arithmetic mean of the bid and offered rates for the annual fixed leg, calculated on an Actual/Actual day count basis, of a fixed-for-floating Russian Ruble swap transaction with a term equal to the Designated Maturity commencing on that Reset Date and in a Representative Amount with an acknowledged dealer of good credit in the swap market, where the floating leg, calculated on an Actual/ Actual day count basis, is equivalent to RUB-MOSPRIME-NFEA with a Designated Maturity of three monthsкак тут можно перевсти - annual fixed leg |
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см http://www.askeri.ru/f/1/publish/books/msfo/ig39.pdf fixed leg - фиксированная составляющая свопа (выплаты по фиксированной годовой ставке) |
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