Forward start swap: Difference between revisions
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imported>Doug Williamson (Broaden by linking with Swaption page.) |
imported>Doug Williamson (Link with qualifications pages.) |
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== See also == | == See also == | ||
* [[CertFMM]] | |||
* [[Interest rate swap]] | * [[Interest rate swap]] | ||
* [[MCT]] | |||
* [[Swaption]] | * [[Swaption]] | ||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
Revision as of 19:44, 27 November 2014
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.
