Swap rate: Difference between revisions
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imported>Doug Williamson m (Spacing 15/8/13) |
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1. ''Interest rates''. Also known as Par Yield. | 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. | 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. | 2b. The contracted price in an existing interest rate swap. | ||
3a. The market price of any new capital market swap. | 3a. The market price of any new capital market swap. | ||
3b. The contracted price in any existing capital market swap. | 3b. The contracted price in any existing capital market swap. | ||
4a. The foreign exchange rates in a new FX swap. | 4a. The foreign exchange rates in a new FX swap. | ||
4b. The contracted foreign exchange rates in an existing FX swap. | 4b. The contracted foreign exchange rates in an existing FX swap. | ||
== See also == | == See also == | ||
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* [[Swap spread]] | * [[Swap spread]] | ||
* [[Swapnote]] | * [[Swapnote]] | ||
Revision as of 13:10, 15 August 2013
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 FX swap.
4b. The contracted foreign exchange rates in an existing FX swap.
