Accreting swap: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>P.F.cowdell@shu.ac.uk m (Categorise the page) |
imported>Doug Williamson m (More space added) |
||
| (One intermediate revision by one other user not shown) | |||
| Line 2: | Line 2: | ||
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 == | ||
| Line 11: | Line 13: | ||
* [[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.
