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.
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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.
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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.
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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 ▇▇▇▇://▇▇▇.▇▇▇▇▇▇▇▇▇▇.▇▇▇/creditriskofferings/security_data.html.

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

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