Floating/floating swap: Difference between revisions

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imported>Doug Williamson
(Create the page. Sources: linked pages.)
 
imported>Doug Williamson
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* [[Interest rate swap]]
* [[Interest rate swap]]
* [[Swap]]
* [[Swap]]
[[Category:Manage_risks]]

Latest revision as of 10:34, 1 July 2021

A swap that exchanges two floating interest rates, each being calculated on a different basis.

Also known as a basis swap.


See also