Reference Obligation Calculation Period definition

Reference Obligation Calculation Period means, with respect to each Reference Obligation Payment Date, a period corresponding to the interest accrual period relating to such Reference Obligation Payment Date pursuant to the Underlying Instruments.
Sample 1Sample 2Sample 3
Reference Obligation Calculation Period means, with respect to any Reference Obligation and each related Reference Obligation Payment Date, the applicable interest accrual period relating to such Reference Obligation Payment Date pursuant to the related Underlying Instruments; provided, however, that in the case of the first Reference Obligation Calculation Period, such Reference Obligation Calculation Period shall commence on and include the Effective Date or the date such Reference Obligation is included in the Reference Portfolio, as the case may be.
Sample 1Sample 2
Reference Obligation Calculation Period means, with respect to each Reference Obligation Payment Date, a period corresponding to the interest accrual period relating to such Reference Obligation Payment Date pursuant to the Underlying Instruments; provided, however, that in the case of the first Reference Obligation Calculation Period, such Reference Obligation Calculation Period will commence on and include the Effective Date of such Long Synthetic.
Sample 1

Examples of Reference Obligation Calculation Period in a sentence

  • Fixed Rate Payer Period End Date:The first day of each Reference Obligation Calculation Period.

  • Business Day Convention: Following (which, with the exception of the Effective Date, the Final Amortization Date, each Reference Obligation Payment Date and the period end date of each Reference Obligation Calculation Period, shall apply to any date referred to in these CDS on MBS Terms or in the Relevant Confirmation that falls on a day that is not a Business Day).

  • Business Day Convention: Modified Following, unless the Reference Obligation Notional Amount is denominated in U.S. Dollars, in which case, Following (which, in either case, with the exception of the Effective Date, the Final Amortization Date, each Reference Obligation Payment Date and the period end date of each Reference Obligation Calculation Period, shall apply to any date referred to in these CDS on MBS Terms or in the relevant Confirmation that falls on a day that is not a Business Day).

  • Business Day Convention: Following (which, with the exception of the Effective Date, the Final Amortization Date, each Reference Obligation Payment Date and the period end date of each Reference Obligation Calculation Period, shall apply to any date referred to in these ABX Standard Terms that falls on a day that is not a Business Day).

  • In the first week and a half of September, the HSC-Henry Hub Gas Daily spread again narrowed.140 Thus, before Hurricane Ike, it would have looked to the Texas team traders that their September HSC- Henry Hub swing spread position might also be headed for a loss.

  • Calculation Agent: [ ] Calculation Agent City: [ ] Business Day: [ ] Business Day Convention: Following (which, with the exception of the Effective Date, the Final Amortization Date, each Reference Obligation Payment Date and the period end date of each Reference Obligation Calculation Period, shall apply to any date referred to in this Confirmation that falls on a day that is not a Business Day).

  • Calculation Agent: Notional Seller Calculation Agent City: London Business Day: London and New York Business Day Convention: Following (which, with the exception of theEffective Date, the Final Amortization Date, each Reference Obligation Payment Date and the period end date of each Reference Obligation Calculation Period, shall apply to any date referred to in this Confirmation that falls on a day that is not a Business Day).

  • Notwithstanding the preceding paragraph, with respect to the first Reference Obligation Payment Date only, the TRS Premium Shortfall Amount shall be the amount determined in accordance with the preceding paragraph multiplied by a fraction, of which: (x) the numerator is equal to the number of days in the first Reference Obligation Calculation Period with respect to the Party A Floating Amounts; and (y) the denominator is equal to the number of days in the first Reference Obligation Calculation Period.

  • Fixed Rate Payer Period End Date: The first day of each Reference Obligation Calculation Period.

  • Reference Obligation Coupon: The periodic interest payable in relation to each Reference Obligation Calculation Period on the related Reference Obligation Payment Date, as determined in accordance with the terms of the Underlying Instruments as at the Effective Date, without regard to any subsequent amendment.


More Definitions of Reference Obligation Calculation Period

Reference Obligation Calculation Period means, with respect to each Reference Obligation Payment Date, a period corresponding to the interest accrual period relating to such Reference Obligation Payment Date pursuant to the Underlying Instruments; provided, however, that in the case of the first Reference Obligation Calculation Period, such Reference Obligation Calculation Period will commence on and include the Effective Date of such Long Synthetic.
Sample 1

Related to Reference Obligation Calculation Period

  • Reference Obligation means an obligation used for the purposes of determining the cash settlement value of a credit derivative;

  • Interest Calculation Period means the interest calculation period set out or referred to in item 5(d) of the Mortgage Form;

  • Reference Obligations The residential mortgage loans identified on xxxx://xxx.xxxxxxxxxx.xxx/creditriskofferings/security_data.html. Reference Pool: All of the Reference Obligations, collectively.

  • Credit Event Reference Obligation means, with respect to any Payment Date, any Reference Obligation with respect to which a Credit Event has occurred.

  • Redemption Calculation Date means the sixth Payment Business Day prior to the date on which the Notes are redeemed as a result of any event specified in this § 5(3).(b) Notice of redemption shall be given by the Issuer to the Holders in accordance with § 14 and shall be delivered to the Fiscal Agent not less than 15 days before and shall at least specify:

  • Reversed Credit Event Reference Obligation With respect to any Payment Date means a Reference Obligation formerly in the Reference Pool that became a Credit Event Reference Obligation in a prior Reporting Period that is found in the related Reporting Period, through Xxxxxxx Mac’s quality control process, to have an Underwriting Defect or a data correction that invalidates the previously determined Credit Event.

  • FX Calculation Date means each day on which FX is published by the Fixing Sponsor. "FX Call Event" means each of the following events:

  • RMB Rate Calculation Business Day means a day (other than a Saturday or Sunday) on which commercial banks are open for general business (including dealings in foreign exchange) in Hong Kong and in New York City.

  • RMB Rate Calculation Date means the day which is two RMB Rate Calculation Business Days before the due date for payment of the relevant Renminbi amount under the Conditions.

  • Calculation Amount means the amount specified as such on the face of any Note, or if no such amount is so specified, the Denomination Amount of such Note as shown on the face thereof;

  • Interest Calculation Date if applicable, shall have the meaning set forth in the Series Term Sheet.

  • Applicable Measurement Period means the most recently completed four consecutive fiscal quarters of the Issuer immediately preceding the Applicable Calculation Date for which internal financial statements are available.

  • Calculation Period means the period from and including the seventh scheduled Index Business Day prior to the Stated Maturity to and including the second scheduled Index Business Day prior to the Stated Maturity.

  • Fixed Rate Calculation Date means, for any Subsequent Fixed Rate Period, the 30th day prior to the first day of such Subsequent Fixed Rate Period.

  • Daily Non-Cumulative Compounded RFR Rate means, in relation to any U.S. Government Securities Business Day during a Floating Rate Interest Period for a Loan (or any part of it), the percentage rate per annum determined by the Facility Agent in accordance with the methodology set out in Schedule 15B (Daily Non-Cumulative Compounded RFR Rate) or in any relevant Compounding Methodology Supplement.

  • Floating Rate Calculation Date means, for any Quarterly Floating Rate Period, the 30th day prior to the first day of such Quarterly Floating Rate Period.

  • Cash Interest Coverage Ratio With respect to any Loan for any Relevant Test Period, either (a) the meaning of “Cash Interest Coverage Ratio” or comparable definition set forth in the Underlying Instruments for such Loan, or (b) in the case of any Loan with respect to which the related Underlying Instruments do not include a definition of “Cash Interest Coverage Ratio” or comparable definition, the ratio of (i) EBITDA to (ii) Cash Interest Expense of such Obligor with respect to the applicable Relevant Test Period, as calculated by the Borrower and Collateral Manager in good faith.

  • Rate Calculation Business Day means a day (other than a Saturday or Sunday) on which commercial banks are open for general business (including dealings in foreign exchange) in Hong Kong and New York City;

  • Non-Payment Period Rate means, initially, 200% of the applicable Reference Rate (or 275% of such rate if the Corporation has provided notification to the Auction Agent prior to the Auction establishing the Applicable Rate for any dividend pursuant to paragraph 2(f) hereof that net capital gains or other taxable income will be included in such dividend on shares of AMPS), provided that the Board of Directors of the Corporation shall have the authority to adjust, modify, alter or change from time to time the initial Non-Payment Period Rate if the Board of Directors of the Corporation determines and Moody's and S&P (and any Substitute Rating Agency in lieu of Moody's or S&P in the event either of such parties shall not rate the AMPS) advise the Corporation in writing that such adjustment, modification, alteration or change will not adversely affect their then-current ratings on the AMPS.

  • Quarterly Valuation Date means the last Business Day of the last month of each fiscal quarter of the Trust in each fiscal year of the Trust, commencing October 31, 2001.

  • Swap Termination Value means, in respect of any one or more Swap Contracts, after taking into account the effect of any legally enforceable netting agreement relating to such Swap Contracts, (a) for any date on or after the date such Swap Contracts have been closed out and termination value(s) determined in accordance therewith, such termination value(s), and (b) for any date prior to the date referenced in clause (a), the amount(s) determined as the xxxx-to-market value(s) for such Swap Contracts, as determined based upon one or more mid-market or other readily available quotations provided by any recognized dealer in such Swap Contracts (which may include a Lender or any Affiliate of a Lender).

  • Recovered tax increment value means, except as otherwise

  • Subsequent Reset Period means the period from (and including) the Second Reset Date to (but excluding) the next Subsequent Reset Date, and each successive period from (and including) a Subsequent Reset Date to (but excluding) the next succeeding Subsequent Reset Date; and

  • Termination Amount has the meaning set forth in Section 7.02(a).

  • Rate Calculation Date means the day which is two Rate Calculation Business Days before the due date of the relevant amount under these Conditions;

  • Minimum Disbursement Amount means Twenty-Five Thousand and No/100 Dollars ($25,000).