Capital market swap: Difference between revisions

From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson
(Classify page.)
(Add link.)
 
(One intermediate revision by one other user not shown)
Line 7: Line 7:


== See also ==
== See also ==
* [[Basis swap]]
* [[Cross-currency interest rate swap]]
* [[Derivative instrument]]
* [[Derivative instrument]]
* [[CPI fixing swap]]
* [[Interest rate swap]]
* [[Swap]]
* [[Swap]]
* [[Swap rate]]
* [[Swap rate]]


[[Category:Financial_products_and_markets]]
[[Category:Financial_products_and_markets]]

Latest revision as of 05:29, 6 November 2023

A capital market swap is a longer-term derivative instrument. It is an agreement to exchange a series of cashflows at pre-determined future dates, usually settled for difference.

Examples of capital market swaps include interest rate swaps, basis swaps, and cross currency interest rate swaps.

Like other derivative instruments, capital market swaps can in theory be used for hedging, for arbitrage or for speculation.


See also