Accreting swap: Difference between revisions
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An accreting swap is one where the notional principal amount is growing over time. | An accreting swap is one where the notional principal amount is growing over time. | ||
Used - for example - to hedge a loan being drawn down in instalments. | Used - for example - to hedge a loan being drawn down in instalments. | ||
== See also == | == See also == | ||
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* [[Swap]] | * [[Swap]] | ||
[[Category: | [[Category:Manage_risks]] | ||
[[Category: | [[Category:Risk_frameworks]] | ||
Latest revision as of 17:00, 13 August 2014
A type of interest rate swap.
An accreting swap is one where the notional principal amount is growing over time.
Used - for example - to hedge a loan being drawn down in instalments.
