a利率掉期交易(interest rate swap)是掉期交易(swap)最常见的一种。 The interest rate falls the time transaction (interest rate swap) falls the time transaction (swap) most common one kind.[translate]
Long-Term Swap RateWe introduce here for the first time the long-term swap rate, characterised as the fair rate of an overnight indexed swap with infinitely many exchanges. Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see Biagini et al. [...
(redirected fromInterest rate swap) Also found in: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 a financial derivative contract in which two parties agree to exchange their interest rate cash flows. Theinterest rate swapgenerally involves exchanges between predetermined notional amounts with fixed and floating rates.1 For example, assume bank ABC owns a $10 mil...
aEn Toute intimit 在所有intimit[translate] aInterest rate swap is a variant of currency swap in which both sides of the swap are denominated in the same currency. 利率交换是交换的双方在同一货币被命名的变形互惠外汇信贷。[translate]
答案解析: The price of an interest rate swap is quoted as the rate on the fixed-rate payments. The floating rate is a known reference rate, such as London Interbank Offered Rate (LIBOR), but does not need to be quoted. 统计:共计15人答过,平均正确率80% 问题:进入高顿部落发帖帮助...
An interest rate swap with a principal of $100 million involves the exchange of 5% per annum (semiannually compounded) for 6-month LIBOR. The remaining life is 14 months. Interest is exchanged every six months. The 2 month, 8 month and 14 month rates are 4.5%, 5%, and 5.4% with cont...
The fixed-rate on a semiannual 2-year interest rate swap is closest to the: A. current 180-day T-bill rate. B. coupon rate on a 2-year par bond with the same credit risk as the fixed-rate payer. C. coupon rate on a 2-year par bond with the same credit risk as the reference...
(SOFR). The user guide outlines best practices for market participants to consider in transitioning new exchange-traded derivatives activity to SOFR activity in the near term. Because there is no identifiable “interdealer” market for exchange traded instruments, the Subcommittee could not determine ...
Although the loan has an actual balance (the amount owed by the borrower to the creditor), the swap does not have such a balance owed by one swap party to the other.【释义】尽管每期我们会依据名义本金计算浮动利率与固定利率支付的具体金额,但在整个互换过程中并不涉及贷款本金的互换。