Forward start swap: Difference between revisions
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imported>Doug Williamson (Removed link) |
imported>Doug Williamson (Remove surplus link.) |
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== See also == | == See also == | ||
* [[Interest rate swap]] | * [[Interest rate swap]] | ||
* [[Swaption]] | * [[Swaption]] | ||
[[Category:Manage_risks]] | [[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.
