plain-vanilla (redirected fromInterest rate swap) Financial Acronyms Encyclopedia Wikipedia Related to Interest rate swap:Currency swap plain′-vanil′la adj. having no embellishments; simple; basic. [alluding to vanilla ice cream, taken to be the most basic flavor] ...
An interest rate swap is an over-the-counter derivative contract in which counterparties exchange cash flows based on two different fixed or floating interest rates. The swap contract in which one party pays cash flows at the fixed rate and receives cash
同时,对于swap bank来说,每年在浮动利率上收入LIBOR,也支出LIBOR,在固定利率上收入5.3%,支出5.2%,净额可以赚取0.1%的差价。 但是,plain vanilla基本利率互换的条件之一就是双方的币种必须要相同,如果涉及到币种不同的互换,那就要提到货币互换了。
C is incorrect because an overnight indexed swap is a swap that is tied to a federal funds type of rate, reflecting the rate at which banks borrow overnight, and is not the same as a plain vanilla swap.【释义】浮动利率与固定利率的互换是所有互换品种中最常见的类别,故又称为“普通香草型...
一、利率交换 (Interest Rate Swap, IRS) 利率交换是一种契约协定,由交易双方约定在未来一段时间内,每隔一段时间交换不同利率计息方式的债务利息,期初期末都不交换本金,虽然不交换本金,但双方仍需约定 一定金额的名目本金,以作为利息计算的基础。 一般最基本的利率交换形式,名目本金通常是固定的,而以固定利率交换浮...
14 最普通也是最简单的互换是简单 利率互换(interest rate swaps)也被称为香草利率互换 (plain vanilla interest rate swap)。www.docin.com|基于1 个网页 3. 普通利率互换 ...ps) 互换(swaps) 二、互换的定价 1. 普通利率互换(Plain vanilla interest rate swap):指按照一定名义 金额,一方以固定 …wenku.ba...
Interest rate swaps are a type of plain vanilla swap. Interest rate swaps convert floating interest payments into fixed interest payments (and vice versa). Key Takeaways In general, swaps are derivative contracts through which two parties—usually businesses and financial institutions—exchange the ...
The article provides information on interest rate swap. According to the author, a plain vanilla interest swap is an exchange between two counterparties of fixed and floating rates of interest. Interest rate swaps will usually happen ...
PepsiCo could enter into an interest rate swap for the duration of the bond. Under the terms of the agreement, PepsiCo would pay the counterparty a 3.2% interest rate over the life of the bond. The company would then swap $75 million at the agreed-upon exchange rate when the bond matur...
Cthe notional principal is returned at the end of the swap. 相关知识点: 试题来源: 解析 B In a plain vanilla interest rate swap, interest payments are netted. Note that notional principal is not exchanged and is only used as a basis for calculating interest payments....