Enumeration | Definition |
---|---|
12M Libor | Items which re-price based on 12 month Libor or comparable 12 month rate. |
1M Libor | Items which re-price based on 1 month Libor or comparable 1 month rate. |
3M Libor | Items which re-price based on 3 month Libor or comparable 3 month rate. |
6M Libor | Items which re-price based on 6 month Libor or comparable 6 month rate. |
Other |