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並前往https://www.iasonltd.com/doc/rps/2021/RPS_Jun2021_Fallback_Rate_Cash_and_Derivatives_Products.pdf

Fallback Rate: Cash and Derivatives Products - Iason ltd

The Fallback Rate is calculated as the sum of in-arrears compounded rate (known at the end of the period) and a spread adjustment, respectively ...

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