This is the full collection of IE's best practices, grouped by asset class. Please note the search bar below only searches within best practices (not processing notes). We recommend searching from the main https://eagledocs.atlassian.net/wiki/spaces/IE page to search all IE documentation, or the core Confluence search in the top nav.
Search IE Best Practices
Alternative Reference Rates
Equities
- Enhanced Income Securities (EIS) Best Practices
- Equity-Linked Notes (ELN) Best Practices
- Exchange-Traded Funds (ETF) Best Practices
- Initial Public Offering (IPO) Best Practices
Fixed Income
- Bank Loans Best Practices
- Buy-SellBacks (BSB) & Sell-BuyBacks (SBB) Best Practices
- Canadian National Housing Act (NHA) MBS Best Practices
- Catastrophe Bonds Best Practices
- Collateralized Loan Obligations (CLO) Best Practices
- Colson, Farmer Mac II, Compounding Interest, & Pro-Rata Bonds Best Practices
- Commercial Paper Best Practices
- Contingent Convertible Bonds Best Practices
- Convertible Bonds Best Practices
- Dual Currency Deposits Best Practices
- Fixed-to-Float Bonds Best Practices
- Inflation-Linked Bonds (ILB) Best Practices
- Interest-Only (IO) Securities Best Practices
- Mexican Bonos Best Practices
- Mexican Title Bonds (CETES) Best Practices
- Participatory Notes (P-Notes) Best Practices
- Repos & Time Deposits Best Practices
- Single Security Initiative (UMBS) Best Practices
- Sinking Inflation-Linked Bonds (ILB) Best Practices
- South African Bond Ex-Interest Best Practices
- US Treasury Debt Default Best Practices
Forwards
- Bond Forwards (BFWD) Best Practices
- Boosted Target Redemption Forwards Best Practices
- Deliverable & Non-Deliverable Commodity Forwards (FWD) Best Practices
- Forwards (FWD) Best Practices
Futures
Options
- Caps & Floors Best Practices
- Currency (FX) Options Best Practices
- Equity, Fixed Income, & Index Options Best Practices
- Future Options Best Practices
- Swaptions Best Practices
Other
- Credit-Linked Notes (CLN) Best Practices
- Cryptocurrencies Best Practices
- Currency Redenomination Best Practices
- Derivatives Reporting Best Practices
- Exposure Reporting Best Practices
- Insurance-Linked Notes (ILN) Best Practices
- Interest on Cash Best Practices
- Interest Purchased & Sold Best Practices
- Link Derivatives to Underlyings Best Practices
- Negative & Zero Interest Rates Best Practices
- Physically Held Commodities Best Practices
- Pledging & Restrictions Best Practices
- Setting Up Legal Entities Best Practices
Swaps
- CDS & IRS Vendor Pricing Best Practices
- Cleared Swaps Best Practices
- Contracts for Differences (CFD) Best Practices
- Credit Default Index Swaps (CDX) Best Practices
- Credit Default Swaps (CDS) Best Practices
- Currency Swaps (CCS) Best Practices
- Forward Rate Agreements (FRA) Best Practices
- Forward-Starting TRS Pre-V17 Best Practices
- iBoxx Total Return Swaps (TRS) Best Practices
- Inflation-Linked Asset Swaps (ILAS) Best Practices
- Interest Rate Swaps (IRS) Best Practices
- Lock Contracts Best Practices
- Portfolio Swaps - Multiple TRS Best Practices
- Portfolio Swaps - Single TRS Best Practices
- Total Return Swaps (TRS) Best Practices
- Total Return Swaps (TRS) on Futures Best Practices
- Variance & Volatility Swaps (VVS) Best Practices
- Zero-Coupon Inflation Swaps (ZCIS) Best Practices
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