Discount Curve definition

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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Discount Curve means the EUR swap curve as determined by the Calculation Agent.
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Examples of Discount Curve in a sentence

  • Discount rates are based on a weighted blend of three discount rate assumptions based on the currency denomination of the different cash flows: United States dollars (Citigroup Pension Discount Curve), euros (the eurozone corporate yield curve) and Swiss francs (Federation bonds yield curve, plus the spread observed between government rates and high grade corporate bonds rates).

  • 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.

  • Discount rates are based on a weighted blend of three discount rate assumptions based on the currency denomination of the different cash flows: United States dollars (Citigroup Pension Discount Curve), euros (euro area government yield curve) and Swiss francs (Federation bonds yield curve).

  • According to the given term structure, the present value of the floating leg is Table 13: Euro Discount Curve on November 17, 2015.

  • The Citigroup Pension Discount Curve is constructed from a Treasury yield curve and adjusted by adding a corporate bond spread.

  • Net periodic benefit cost (credit) included the following components (in millions): Pension benefits Assumptions used to determine benefit obligations included the following: Pension benefits The 2008 discount rates for each plan were determined by performing a cash flow matching study using the Citigroup Pension Discount Curve.

  • Discount rates are based on a weighted blend of three discount rate assumptions based on the currency denomination of the different cash flows: United States dollars (Citigroup Pension Discount Curve), euros (euro-area government yield curve) and Swiss francs (Federation bonds yield curve).

  • 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.

  • This rate is also compared against the Citigroup Pension Discount Curve and Liability Index to ensure the rate used is reasonable and may be adjusted accordingly.

  • This produced very consistent velocity patterns wherever there were larger two-dimensional regions of contiguous velocities with imbedded bad velocities.


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 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.
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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.
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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 a currency issued by a country's government or central bank.

  • 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.

  • 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 a price equal to the price of the Notes (or the portion thereof to be redeemed) calculated to provide a yield to maturity equal to the sum of the Government of Canada Yield calculated at 10:00 a.m. (Toronto time) on the third Business Day preceding the redemption date plus the Applicable Spread;

  • Net Current Assets means the net difference between the total current assets and the total current liabilities at 30 June;