Transaction Single Currency DV01 definition

Transaction Single Currency DV01 means, with respect to a Transaction and any date of determination, the estimated absolute change in the Base Currency Equivalent of the mid-market value with respect to such Transaction that would result from a one basis point change in the relevant swap curve on such date, as determined by the Valuation Agent in good faith and in a commercially reasonable manner in accordance with the relevant methodology customarily used by the Valuation Agent.
Transaction Single Currency DV01 means, with respect to a Transaction and any date of determination the estimated absolute change in the Base Currency Equivalent of the mid-market value with respect to such Transaction that would result from a one basis point change in the relevant swap curve on such date, as determined by the Valuation Agent in good faith and in a commercially reasonable manner in accordance with the relevant methodology customarily used by the Valuation Agent; and
Transaction Single Currency DV01 means, with respect to a Transaction and any date of determination, the estimated absolute change in the Base Currency Equivalent of the mid-market value with respect to such Transaction that would

Related to Transaction Single Currency DV01

  • Eligible Currency means each currency specified as such in Paragraph 11(a)(ii), if such currency is freely available.

  • Alternative Currency Daily Rate Loan means a Committed Loan that bears interest at a rate based on the definition of “Alternative Currency Daily Rate.” All Alternative Currency Daily Rate Loans must be denominated in an Alternative Currency.

  • Alternative Currency Daily Rate means, for any day, with respect to any Credit Extension:

  • Base Currency means the first currency in the Currency Pair against which the Client buys or sells the Quote Currency.

  • Alternative Currency means each of Euro, Sterling, Yen and each other currency (other than Dollars) that is approved in accordance with Section 1.06.

  • Special Notice Currency means at any time an Alternative Currency, other than the currency of a country that is a member of the Organization for Economic Cooperation and Development at such time located in North America or Europe.

  • Underlying Currency means the Underlying Currency as specified in § 2 of the Product and Underlying Data.