Swap rate: Difference between revisions

From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson
(Expand.)
imported>Doug Williamson
(Add link.)
Line 28: Line 28:
* [[Swap points]]
* [[Swap points]]
* [[Swap spread]]
* [[Swap spread]]
* [[Swap spread risk]]
* [[Swapnote]]
* [[Swapnote]]

Revision as of 09:27, 13 November 2016

1.

Interest rates.

Also known as Par Yield.


2a. The market price of a new interest rate swap, normally equal to the par yield +/- the bid-offer spread.

2b. The contracted price in an existing interest rate swap.


3a. The market price of any new capital market swap.

3b. The contracted price in any existing capital market swap.


4a. The foreign exchange rates in a new foreign exchange (FX) swap.

4b. The contracted foreign exchange rates in an existing FX swap.


See also