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
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;