CIRS and Coupon strip: Difference between pages

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imported>Doug Williamson
(Layout.)
 
imported>Doug Williamson
(Link with Annuity page.)
 
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Currency interest rate swap. 
A stream of - usually fixed - periodic coupons payable and receivable, which can be valued as a simple annuity in the case of fixed coupons.
 
Same as cross-currency interest rate swap.




== See also ==
== See also ==
* [[Cross-currency interest rate swap]]
* [[Annuity]]
* [[Coupon]]
* [[STRIPS]]

Revision as of 17:45, 8 January 2017

A stream of - usually fixed - periodic coupons payable and receivable, which can be valued as a simple annuity in the case of fixed coupons.


See also