Rate Day Count Fraction. Actual/360 Reset Dates: The first day of each Calculation Period Floating Amounts II: Floating Amount II Payer: Party A Floating Amount II Payer Period End The 25th calendar day of each month, from and Dates: including 25 November, 2006 to and including the Termination Date, subject to adjustment in accordance with the Modified Following Business Day Convention.
Rate Day Count Fraction. Actual/365 (Fixed)
Rate Day Count Fraction. Actual/36O Reset Dates: The first day of each Calculation Period Business Days: New York, London Calculation Agent: Party A
Examples of Rate Day Count Fraction in a sentence
Designated Maturity: One month Floating Rate Day Count Fraction: 30/360 Reset Dates: The first day of each Calculation Period.
Floating Rate Option: USD-LIBOR-BBA Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period.
Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period.
Floating Rate Option: USD-LIBOR-BBA Floating Amount: To be determined in accordance with the following formula: 100 * Floating Rate Option * Notional Amount * Floating Rate Day Count Fraction Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period.
Spread: None Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period.
More Definitions of Rate Day Count Fraction
Rate Day Count Fraction. Actual/360 Reset Dates: The first day of each Calculation Period Compounding: Inapplicable Business Days: New York Calculation Agent: CSFBi
Rate Day Count Fraction. [Actual/Actual] Reset Dates: First day of each Calculation Period Party B Floating Amount Party B Floating Rate Payer: Party B Party B Floating Rate Currency Amount: The Original Party B Floating Rate Currency Amount, as reduced by the aggregate of all Party B Early Amortisation Principal Payments Party B Floating Rate Payer Payment Dates: Each Party B Floating Rate Payer Period End Date Party B Floating Rate Payer Period End Dates: The * of each month commencing on the * of the month next following the occurrence of a Rapid Amortisation Event, subject to adjustment in accordance with the Following Business Day Convention, provided, however, that if the Amortisation Period commences other than on a date that would otherwise be a Party B Floating Rate Payer Period End Date, the Party B Floating Rate Payer Period End Date shall be the first Party B Floating Rate Period End Date in the Amortisation Period
Rate Day Count Fraction. Actual/360 Floating Amounts: Floating Rate Payer: MLCS Cap Rate: 5.75% Floating Rate Payer Payment Dates: 23 March, 23 June, 23 September and 23 December in each year, commencing on 23 September 1998, and ending on the Termination Date, inclusive, subject to adjustment in accordance with the Modified Following Business Day Convention Floating Rate Payer initial Calculation Period: From and including 23 June 1998, to but excluding 23 September, 1998, subject to adjustment in accordance with the Modified Following Business Day Convention Floating Rate Option: USD-LIBOR-BBA Designated Maturity: Three months Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Floating Rate Payer Calculation Period Rate Cut-off Dates: Inapplicable Method of Averaging: Inapplicable Compounding: Inapplicable Calculation Agent: MLCS Business Days: New York, London
Rate Day Count Fraction. Actual/360 Reset Dates: The first day of each Floating Rate Payer Calculation Period Rate Cut-off Dates: Inapplicable Method of Averaging: Inapplicable Compounding: Inapplicable Compounding Dates: Inapplicable Business Days for payment: New York Calculation Agent: Party A
Rate Day Count Fraction. Actual/360 Floating Amounts: Floating Rate Payer: KeyBank Floating Rate Payer Payment Dates: Each March 1, June 1, September 1, and December 1, commencing with March 1, 1997 through and including the Termination Date, subject to adjustment in accordance with the Modified Following Business Day Convention. Floating Rate for initial Calculation Period: To Be Determined Floating Rate Option: USD-LIBOR-BBA Designated Maturity: 3-month Spread: None Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Floating Rate Payer Calculation Period Calculation Agent: KeyBank National Association Payment Instructions: Please Provide Please confirm the foregoing correctly sets forth the terms of our Agreement by executing the copy of this Confirmation enclosed for that purpose and returning it to us. Very truly yours, KEYBANK NATIONAL ASSOCIATION By: /s/ Gillxxx X. Xxxxx -------------------------- Accepted and Confirmed as of the Trade Date: THE DURIRON COMPANY, INC.
Rate Day Count Fraction. Actual/360 Floating Amounts: Floating Rate Payer: BofA Floating Rate Payer Payment Dates: Same as Fixed Rate Payor Payment Dates Floating Rate for Initial Calculation Period: 5.66797% Floating Rate Option: USD-LIBOR-BBA Designated Maturity: Three (3) Months Spread: None December 21, 1995 Page 3 Floating Rate Day Count Fraction: Actual/360 Reset Dates: First day of each Calculation Period Compounding: Inapplicable Business Day: New York and London Business Day Convention: Modified Following Calculation Agent: BofA
Rate Day Count Fraction. Actual/360 Floating Amounts: Floating Rate Payer: Party A Cap Rate: 5.00 percent Floating Rate Payer Payment Dates: Each 25th day of each month of each year commencing July 25, 2002 through and including the Termination Date, subject to adjustment in accordance with the Following Business Day Convention Floating Rate for initial Calculation Period: To be determined Floating Rate Option: USD-LIBOR-BBA Designated Maturity: (1) month Spread: None Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Floating Rate Payer Calculation Period Rate Cut-off Dates: Inapplicable