Forward start swap

From ACT Wiki
Revision as of 15:20, 27 November 2014 by imported>Doug Williamson (Broaden by linking with Swaption page.)
Jump to navigationJump to search

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.


See also

Retrieved from ‘https://wiki.treasurers.org/w/index.php?title=Forward_start_swap&oldid=21982’