Forward start swap: Difference between revisions
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A forward start swap has its first interest setting and calculation period starting at a future date. | A forward start swap has its first interest setting and calculation period starting at a future date. | ||
For example, in order to hedge a loan to be drawn down at a fixed future date. | For example, in order to hedge a loan to be drawn down at a fixed future date. | ||
== See also == | == See also == | ||
* [[Interest rate swap]] | * [[Interest rate swap]] | ||
* [[Swaption]] | |||
[[Category:Manage_risks]] | |||
Latest revision as of 20:14, 9 February 2019
A type of interest rate swap.
A forward start swap has its first interest setting and calculation period starting at a future date.
For example, in order to hedge a loan to be drawn down at a fixed future date.
