Swap rate: Difference between revisions
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imported>Doug Williamson (Add fifth definition.) |
imported>Doug Williamson m (Classify page.) |
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Revision as of 16:13, 1 September 2018
1.
Interest rates.
Also known as Par Yield.
2a. The market price of a new interest rate swap, normally equal to the par yield +/- the bid-offer spread.
2b. The contracted price in an existing interest rate swap.
3a. The market price of any new capital market swap.
3b. The contracted price in any existing capital market swap.
4a. The foreign exchange rates in a new foreign exchange (FX) swap.
4b. The contracted foreign exchange rates in an existing FX swap.
5. ICE Swap Rate.
