Discount Curve definition

Discount Curve means the EUR swap curve as determined by the Calculation Agent.
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Discount Curve means the US$ swap curve determined by the Calculation Agent in its sole discretion.
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Discount Curve means the US$ swap curve as determined by the Calculation Agent.
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Examples of Discount Curve in a sentence

  • Estimated future benefit payments to be paid for fiscal year ending: The discount rate assumption for fiscal years ending 2021 and 2020 was based on the FTSE Pension Above-Median Discount Curve as of June 30, 2021 and 2020.

  • Estimated future benefit payments to be paid for fiscal year ending: The discount rate assumption for fiscal years ending 2022 and 2021 was based on the FTSE Pension Above-Median Discount Curve as of June 30, 2022 and 2021.

  • For 2011, 2010 and 2009 we selected the discount rate using the Citigroup Pension Discount Curve, or CPDC.

  • Ye (2022): “Stripping the Discount Curve - a Robust Machine Learning Approach,” Swiss Finance Institute Research Paper.FlammeR, C.

  • Since the present experiment involved three annotators, Fleiss' Kappa was also calculated (which is generally considered more reliable and accurate than percentage calculation).

  • The discount rate used was based on the spot rate of the Citigroup Pension Discount Curve, which was used to discount the projected cash flows of the program.

  • The discount rate for workers' compensation and black lung is derived by applying the Citigroup Pension Discount Curve to the projected liability payout.

  • Don’t assume that the heights posted at bridges and overpasses are correct.

  • In making this determination we consider, among other things, the yields on the Citigroup Pension Discount Curve and Bloomberg Finance and the changes in those rates from one period to the next.

  • The Citigroup Pension Discount Curve is published at each month end, in tabular form, at 6-month maturities between 0.5 years and 30 years.


More Definitions of Discount Curve

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;
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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.
Sample 1
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.
Sample 1

Related to Discount Curve

  • Payment Currency has the meaning given in Clause 21.4;

  • Settlement Currency means Pounds sterling ("GBP").

  • Component Currency means any currency which, on the Conversion Date, was a component currency of the relevant currency unit.

  • Discount Price means the product of (i) the price per share of Capital Stock sold in an Equity Financing and (ii) 100% less the Discount.

  • Agreement Currency has the meaning specified in Section 10.19.

  • Relevant Currency means the currency specified as such or, if none is specified, the currency in which the Notes are denominated;

  • Fiat Currency means currency issued by the relevant body in a country or by a government that is designated as legal tender in its country of issuance through amongst other things, government decree, regulation, or law;

  • BA Discount Rate means:

  • Discount Amount means initially $6,549,982; provided that following any issuance of additional Class C(2020-5) Notes in accordance with Section 2.09, the Discount Amount shall mean the amount specified in the Notice of Additional Issuance.

  • BA Discount Proceeds means, in respect of any Bankers' Acceptance, an amount calculated on the applicable Drawdown Date which is (rounded to the nearest full cent, with one-half of one cent being rounded up) equal to the face amount of such Bankers' Acceptance multiplied by the price, where the price is calculated by dividing one by the sum of one plus the product of (i) the BA Discount Rate applicable thereto expressed as a decimal fraction multiplied by (ii) a fraction, the numerator of which is the term of such Bankers' Acceptance and the denominator of which is 365, which calculated price will be rounded to the nearest multiple of 0.001%.

  • Specified Discount Prepayment Amount has the meaning set forth in Section 2.05(a)(v)(B)(1).

  • Discount Range Prepayment Amount has the meaning set forth in Section 2.05(a)(v)(C)(1).

  • Specified Discount Prepayment Response Date has the meaning set forth in Section 2.05(a)(v)(B)(1).

  • Discount Factor means the percentage discount applied to additional APCs when more than one APC is provided during the same visit (including the same APC provided more than once). Not all APCs are subject to a discount factor.

  • Specified Discount Proration has the meaning set forth in Section 2.05(a)(v)(B)(3).

  • Judgment Currency has the meaning specified in Section 10.19.

  • S&P Discount Factor means for purposes of determining the Discounted Value of any S&P Eligible Asset, the percentage determined by reference to the rating on such asset and the shortest Exposure Period set forth opposite such rating that is the same length as or is longer than the S&P Exposure Period, in accordance with the table set forth below:

  • Discount Loan The Loans having Pass-Through Rates of less than 6.75%.

  • Discount Proceeds means, with respect to any B/A, an amount (rounded upward, if necessary, to the nearest Cdn.$.01) calculated by multiplying (a) the face amount of such B/A by (b) the quotient obtained by dividing (i) one by (ii) the sum of (A) one and (B) the product of (x) the Discount Rate (expressed as a decimal) applicable to such B/A and (y) a fraction of which the numerator is the Contract Period applicable to such B/A and the denominator is 365, with such quotient being rounded upward or downward to the fifth decimal place and .000005 being rounded upward.

  • Discount Rate means the rate used by the Plan Administrator for determining the Accrual Balance. The initial Discount Rate is six percent (6%). However, the Plan Administrator, in its discretion, may adjust the Discount Rate to maintain the rate within reasonable standards according to GAAP and/or applicable bank regulatory guidance.

  • Discount Range Prepayment Response Date has the meaning set forth in Section 2.05(a)(v)(C)(1).

  • Discount Fraction With respect to each Discount Mortgage Loan, the fraction expressed as a percentage, the numerator of which is the Discount Net Mortgage Rate minus the Net Mortgage Rate (or the initial Net Mortgage Rate with respect to any Discount Mortgage Loans as to which the Mortgage Rate is modified pursuant to 3.07(a)) for such Mortgage Loan and the denominator of which is the Discount Net Mortgage Rate. The Discount Fraction with respect to each Discount Mortgage Loan is set forth as an exhibit attached to the Series Supplement.

  • Specified Discount Prepayment Notice means an irrevocable written notice of a Borrower Offer of Specified Discount Prepayment made pursuant to Section 2.11(a)(ii)(B) substantially in the form of Exhibit I.

  • Applicable Discount has the meaning set forth in Section 2.05(a)(v)(C)(2).

  • Canada Yield Price means an amount, calculated as at the date that is three Toronto Business Days prior to the Optional Redemption Date, equal to the net present value of all scheduled payments of interest (other than accrued and unpaid interest) and outstanding principal on the Notes to be redeemed from the Optional Redemption Date to the Par Call Period Commencement Date, using as a discount rate the Canada Yield, plus the Redemption Margin (if any);

  • Net Current Assets means for any date of determination the net current assets of such Person at such date of determination calculated as set forth on Exhibit H attached hereto.