Accreting swap: Difference between revisions

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* [[Notional principal]]
* [[Notional principal]]
* [[Swap]]
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[[Category:Risk_Management]]
[[Category:Interest_Rate_Risk]]

Revision as of 08:12, 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.

See also