Accreting swap

From ACT Wiki
Revision as of 12:09, 13 August 2014 by imported>P.F.cowdell@shu.ac.uk (Categorise the page)
Jump to navigationJump to search

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