Reference Swap Dealer Quotations

Reference Swap Dealer Quotations. With respect to each Reference Swap Dealer, the bid side 30 year U.S. Dollar swap rate such dealer would pay for thirty years on a semi-annual basis assuming a 360 day year comprised of twelve 30-day months in order to receive a Three Month Libor Rate over the same thirty years, payable quarterly and computed using the actual number of days in a 360 day year, as quoted in writing to the Calculation Agent by such Reference Swap Dealer, by 12:00 noon, New York City time, on the first... Determination Date. View More