Swap - Revision history

imported>Doug Williamson: Add links.

2023-06-19T12:35:01Z

Add links.

← Older revision		Revision as of 12:35, 19 June 2023
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	* [[Contract for differences]]		* [[Contract for differences]]
	* [[Counterparty]]		* [[Counterparty]]
			* [[CPI fixing swap]]
			* [[CPI swap]]
	* [[Credit default swap]]		* [[Credit default swap]]
	* [[Credit default swap index]]		* [[Credit default swap index]]

imported>Doug Williamson: Add links.

2023-06-19T02:48:12Z

Add links.

← Older revision		Revision as of 02:48, 19 June 2023
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	* [[Accreting swap]]		* [[Accreting swap]]
	* [[Amortising swap]]		* [[Amortising swap]]
			* [[Asset-based swap]]
	* [[At the money]]		* [[At the money]]
	* [[Basis swap]]		* [[Basis swap]]
			* [[Capital market swap]]
			* [[Collateral swap]]
			* [[Constant maturity credit default swap]]
	* [[Contract for differences]]		* [[Contract for differences]]
	* [[Counterparty]]		* [[Counterparty]]
			* [[Credit default swap]]
			* [[Credit default swap index]]
	* [[Cross-currency interest rate swap]]		* [[Cross-currency interest rate swap]]
	* [[Currency swap]]		* [[Currency swap]]
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	* [[Equity swap]]		* [[Equity swap]]
	* [[Fixing instrument]]		* [[Fixing instrument]]
			* [[Floating/floating swap]]
	* [[Foreign exchange swap]]		* [[Foreign exchange swap]]
			* [[Forward start swap]]
	* [[ICE Swap Rate]]		* [[ICE Swap Rate]]
	* [[In the money]]		* [[In the money]]
			* [[Inflation swap]]
	* [[Interest rate swap]]		* [[Interest rate swap]]
			* [[International Swaps and Derivatives Association]] (ISDA)
			* [[Liquidity swap]]
	* [[Long-dated swap]]		* [[Long-dated swap]]
	* [[Longevity swap]]		* [[Longevity swap]]
	* [[Out of the money]]		* [[Out of the money]]
			* [[Overnight indexed swap]]
	* [[Notional principal]]		* [[Notional principal]]
	* [[Securitisation swap]]		* [[Securitisation swap]]
			* [[Swap Break Clauses]]
			* [[Swap execution facility]]
			* [[Swap overlay]]
			* [[Swap points]]
			* [[Swap rate]]
			* [[Swap spread]]
			* [[Swap spread risk]]
	* [[Swaption]]		* [[Swaption]]
	* [[Total return swap]]		* [[Total return swap]]

imported>Doug Williamson: Expand for new Longevity swap page.

2018-10-06T20:48:30Z

Expand for new Longevity swap page.

← Older revision		Revision as of 20:48, 6 October 2018
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	* [[Interest rate swap]]		* [[Interest rate swap]]
	* [[Long-dated swap]]		* [[Long-dated swap]]
			* [[Longevity swap]]
	* [[Out of the money]]		* [[Out of the money]]
	* [[Notional principal]]		* [[Notional principal]]

imported>Doug Williamson: Classify page.

2018-09-01T16:11:25Z

Classify page.

← Older revision		Revision as of 16:11, 1 September 2018
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	* [[Total return swap]]		* [[Total return swap]]
	* [[Zero-coupon swap]]		* [[Zero-coupon swap]]

			[[Category:Manage_risks]]

imported>Doug Williamson: Remove surplus links.

2018-09-01T09:53:47Z

Remove surplus links.

← Older revision		Revision as of 09:53, 1 September 2018
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	* [[Differential swap]]		* [[Differential swap]]
	* [[Equity swap]]		* [[Equity swap]]
	* [[Fixed rate payer]]
	* [[Fixing instrument]]		* [[Fixing instrument]]
	* [[Floating rate payer]]
	* [[Foreign exchange swap]]		* [[Foreign exchange swap]]
			* [[ICE Swap Rate]]
	* [[In the money]]		* [[In the money]]
	* [[Interest rate swap]]		* [[Interest rate swap]]
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	* [[Swaption]]		* [[Swaption]]
	* [[Total return swap]]		* [[Total return swap]]
	* [[Warehousing]]
	* [[Zero-coupon swap]]		* [[Zero-coupon swap]]
	* [[ISDAFIX]]

imported>Doug Williamson: Add link.

2016-10-31T15:19:21Z

Add link.

← Older revision		Revision as of 15:19, 31 October 2016
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	* [[Out of the money]]		* [[Out of the money]]
	* [[Notional principal]]		* [[Notional principal]]
			* [[Securitisation swap]]
	* [[Swaption]]		* [[Swaption]]
	* [[Total return swap]]		* [[Total return swap]]

imported>Doug Williamson: Add links.

2016-07-18T14:22:17Z

Add links.

← Older revision		Revision as of 14:22, 18 July 2016
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	* [[Floating rate payer]]		* [[Floating rate payer]]
	* [[Foreign exchange swap]]		* [[Foreign exchange swap]]
			* [[In the money]]
	* [[Interest rate swap]]		* [[Interest rate swap]]
	* [[Long-dated swap]]		* [[Long-dated swap]]
			* [[Out of the money]]
	* [[Notional principal]]		* [[Notional principal]]
	* [[Swaption]]		* [[Swaption]]

imported>Doug Williamson: Layout & expand.

2016-06-05T11:52:44Z

Layout & expand.

← Older revision		Revision as of 11:52, 5 June 2016
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			1.

	Any agreement which:		Any agreement which:

	#Provides for the exchange of one or more payments based on the value or level of one or more rates, currencies, commodities, securities, instruments of indebtedness, indices, quantitative measures, or other financial or economic interests or property of any kind;		*Provides for the exchange of one or more payments based on the value or level of one or more rates, currencies, commodities, securities, instruments of indebtedness, indices, quantitative measures, or other financial or economic interests or property of any kind;
	#And which transfers between the parties to the transaction, in whole or in part, the financial risk associated with a future change in any such value or level;		*And which transfers between the parties to the transaction, in whole or in part, the financial risk associated with a future change in any such value or level;
	#Without also transferring a current or future direct or indirect ownership interest in an asset or liability that incorporates the financial risk transferred by the swap.		*Without also transferring a current or future direct or indirect ownership interest in an asset or liability that incorporates the financial risk transferred by the swap.


			Examples of this type of swap include interest rate swaps, basis swaps, and cross currency interest rate swaps.

			They as sometimes known as ''capital market'' swaps, because of their longer-term nature.


	~~Examples of swaps include interest rate swaps, basis swaps, and cross currency interest rate swaps~~.		2.

	~~Not to be confused with a~~ <i>foreign exchange swap</i>, which is ~~different~~.		A <i>foreign exchange swap</i>, which is a shorter-dated instrument.


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	* [[Counterparty]]		* [[Counterparty]]
	* [[Cross-currency interest rate swap]]		* [[Cross-currency interest rate swap]]
			* [[Currency swap]]
	* [[Debt for equity swap]]		* [[Debt for equity swap]]
	* [[Differential swap]]		* [[Differential swap]]

imported>Brianlenoach@hotmail.co.uk: Spacing.

2014-12-12T17:20:01Z

Spacing.

← Older revision		Revision as of 17:20, 12 December 2014
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	#And which transfers between the parties to the transaction, in whole or in part, the financial risk associated with a future change in any such value or level;		#And which transfers between the parties to the transaction, in whole or in part, the financial risk associated with a future change in any such value or level;
	#Without also transferring a current or future direct or indirect ownership interest in an asset or liability that incorporates the financial risk transferred by the swap.		#Without also transferring a current or future direct or indirect ownership interest in an asset or liability that incorporates the financial risk transferred by the swap.


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

imported>Doug Williamson at 08:10, 20 August 2013

2013-08-20T08:10:11Z

← Older revision		Revision as of 08:10, 20 August 2013
Line 2:		Line 2:

	#Provides for the exchange of one or more payments based on the value or level of one or more rates, currencies, commodities, securities, instruments of indebtedness, indices, quantitative measures, or other financial or economic interests or property of any kind;		#Provides for the exchange of one or more payments based on the value or level of one or more rates, currencies, commodities, securities, instruments of indebtedness, indices, quantitative measures, or other financial or economic interests or property of any kind;

	#And which transfers between the parties to the transaction, in whole or in part, the financial risk associated with a future change in any such value or level;		#And which transfers between the parties to the transaction, in whole or in part, the financial risk associated with a future change in any such value or level;

	#Without also transferring a current or future direct or indirect ownership interest in an asset or liability that incorporates the financial risk transferred by the swap.		#Without also transferring a current or future direct or indirect ownership interest in an asset or liability that incorporates the financial risk transferred by the swap.