Swap rate: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Add link.) |
imported>Doug Williamson m (Classify page.) |
||
| (One intermediate revision by the same user not shown) | |||
| Line 19: | Line 19: | ||
4b. The contracted foreign exchange rates in an existing FX swap. | 4b. The contracted foreign exchange rates in an existing FX swap. | ||
5. ICE Swap Rate. | |||
| Line 24: | Line 27: | ||
* [[Capital market swap]] | * [[Capital market swap]] | ||
* [[Foreign exchange swap]] | * [[Foreign exchange swap]] | ||
* [[ICE Swap Rate]] | |||
* [[Interest rate swap]] | * [[Interest rate swap]] | ||
* [[Par yield]] | * [[Par yield]] | ||
| Line 30: | Line 34: | ||
* [[Swap spread risk]] | * [[Swap spread risk]] | ||
* [[Swapnote]] | * [[Swapnote]] | ||
[[Category:The_business_context]] | |||
Latest revision as of 16:13, 1 September 2018
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.
5. ICE Swap Rate.
