EFTA01436668Set 10
331p68,401w
Swap Transaction
or that party,
an amount equal to the sum of the Basic Compounding Period Amounts for each
of the Compounding
Periods in the related Calculation Period plus ... purposes of determining a Floating
Amount, a Compounding Period Amount or a Basic Compounding Period Amount,
the Spread will be
added to the Floating Rate.
(f) "Floating Rate Day Count ... each of the
previous Compounding Periods in that Calculation Period.
18
EFTA01436724
(e) "Basic Compounding Period Amount" means, for any Compounding Period, an
amount
calculated as if a Floating Amount
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01436668.pdf
applicable to that Swap Transaction and the
Compounding Period Amount, the Basic Compounding Period Amount or the Additional Compounding
Amount is a negative number (either due to a quoted negative ... Spread that is added to the Floating Rate), then such Compounding Period Amount, Basic Compounding
Period Amount or Additional Compounding Period Amount will be deemed to be zero, and, accordingly ... such Compounding Period Amount, Basic Compounding Period Amount or Additional Compounding
Period Amount will neither increase nor decrease any Adjusted Calculation Amount, Flat Compounding
Amount or Floating Amount.
ARTICLE
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388250.pdf
Basic Compounding Period Amount" means, for any Compounding Period, an amount
calculated as if a Floating Amount were being calculated for that Compounding Period, using the formula
set forth ... Period in that
Calculation Period, an amount equal to the sum of the Basic Compounding Period Amounts and the
Additional Compounding Period Amounts for each of the previous Compounding Periods ... applicable to that Swap Transaction and the
Compounding Period Amount, the Basic Compounding Period Amount or the Additional Compounding
Period Amount is a negative number (either due to a quoted
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388249.pdf