tenor spread adjustment
Defined in 1 dictionary — U.S. Code
United States Code
12 U.S.C. § 5802 — in this chapter
The term "tenor spread adjustment" means—
(A) 0.00644 percent for overnight LIBOR;
(B) 0.11448 percent for 1-month LIBOR;
(C) 0.26161 percent for 3-month LIBOR;
(D) 0.42826 percent for 6-month LIBOR; and
(E) 0.71513 percent for 12-month LIBOR.