Capital market swap: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Layout.) |
imported>Doug Williamson (Add links.) |
||
| (One intermediate revision by the same user not shown) | |||
| Line 8: | Line 8: | ||
== See also == | == See also == | ||
* [[Derivative instrument]] | * [[Derivative instrument]] | ||
* [[CPI fixing swap]] | |||
* [[Interest rate swap]] | |||
* [[Swap]] | * [[Swap]] | ||
* [[Swap rate]] | * [[Swap rate]] | ||
[[Category:Financial_products_and_markets]] | |||
Latest revision as of 08:07, 22 June 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.
