For the purposes of this Chapter, —

"interest rate swap"

means a transaction for the swap of interest rates;

"maturity date"

means the date on which an issuer or guarantor is obliged to repay the principal or capital amount and interest due on a money market instrument;

"money market portfolio"

means a portfolio consisting only of money market instruments in the currency of the Republic;

"Notice on Securitisation Schemes"

means the notice known as Designation of an activity not falling within the meaning of "The Business of a Bank" (Securitisation Schemes), published under Government Notice 2 in Government Gazette 30628 of 1 January 2008, or its successor;

"weighted average duration"

means a measure of the average length of time to maturity of all of the underlying instruments in the portfolio weighted to reflect the relative holdings in each instrument, where the maturity of a floating rate instrument is the time remaining until the next interest reset to the money market rate, rather than the time remaining before the principal value of the instrument must be repaid; and

"weighted average legal maturity"

means the weighted average of the remaining life of each instrument held in a portfolio, meaning the time remaining until the principal value is repaid in full, disregarding interest and any discounts.