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Swap rate |
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Swap rateThe difference between the spot and forward exchange rates. Thus the price of a swap.Swap rateThe difference between spot and forward rates expressed in points, e.g., $0.0001 per pound sterling.Swap rate Similar MatchesFixed for floating swapFixed for floating swapAn interest rate swap in which the fixed rate payments are traded for a floating rate. Differential swapDifferential swapSwap between two LIBOR rates of interest, e.g., yen LIBOR for dollar LIBOR Payments are in one currency. Call swaptionCall swaptionA swaption in which the buyer has the right to enter into a swap as a fixed-rate payer. The writer therefore becomes the fixed-rate receiver/floating-rate payer. Reverse a swapReverse a swapReswap of bonds to gain the advantage of a yield spread or tax loss and restore a bond portfolio to its position before the original swap. Currency swapCurrency swapAn agreement to swap a series of specified payment obligations denominated in one currency for a series of specified payment obligations denominated in a different currency. Further Suggestionscurrency swapCurrency swap result of stock swap Substitution swap International Swap Dealers Association (ISDA) Swap Amortizing interest rate swap Foreign exchange swap Equal dollar swap Tax swap Put swaption Swap buy back Quanto swap swap Swap Asset for asset swap Index swap Equal shares swap Bond swap Extension swap Plain vanilla swap interest rate swap Debt/equity swap Swap assignment Step up swap |
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