Swap rate: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson m (Spacing 15/8/13) |
imported>Doug Williamson (Change link.) |
||
| Line 23: | Line 23: | ||
== See also == | == See also == | ||
* [[Capital market swap]] | * [[Capital market swap]] | ||
* [[ | * [[Foreign exchange swap]] | ||
* [[Interest rate swap]] | * [[Interest rate swap]] | ||
* [[Par yield]] | * [[Par yield]] | ||
Revision as of 12:47, 6 June 2016
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.
