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  2. Interest rate swap - Wikipedia

    en.wikipedia.org/wiki/Interest_rate_swap

    As OTC instruments, interest rate swaps (IRSs) can be customised in a number of ways and can be structured to meet the specific needs of the counterparties. For example: payment dates could be irregular, the notional of the swap could be amortized over time, reset dates (or fixing dates) of the floating rate could be irregular, mandatory break clauses may be inserted into the contract, etc.

  3. Cash-flow diagram - Wikipedia

    en.wikipedia.org/wiki/Cash-flow_diagram

    collateralized debt obligation cash-flow diagram. interest rate swap cash-flow diagram. A cash-flow diagram is a financial tool used to represent the cashflows associated with a security, "project", or business. As per the graphics, cash flow diagrams are widely used in structuring and analyzing securities, particularly swaps.

  4. Constant maturity swap - Wikipedia

    en.wikipedia.org/wiki/Constant_maturity_swap

    The floating leg of a constant maturity swap fixes against a point on the swap curve on a periodic basis. A constant maturity swap is an interest rate swap where the interest rate on one leg is reset periodically, but with reference to a market swap rate rather than LIBOR. The other leg of the swap is generally LIBOR, but may be a fixed rate or ...

  5. What are Interest Rate Swaps? - AOL

    www.aol.com/news/interest-rate-swaps-002412705.html

    In recent years, interest rate swaps have become an important component of the fixed-income market. With an interest rate swap, investors will typically exchange or swap a fixed-interest payment ...

  6. Basis swap - Wikipedia

    en.wikipedia.org/wiki/Basis_swap

    A basis swap functions as a floating-floating interest rate swap under which the floating rate payments are referenced to different bases. [1] [2] The existence of a basis arises from demand and supply imbalances and where, for example, a basis is due for a borrower seeking dollars, this is indicative of a synthetic dollar interest rate in the ...

  7. Swap (finance) - Wikipedia

    en.wikipedia.org/wiki/Swap_(finance)

    For example, consider a plain vanilla fixed-to-floating interest rate swap where Party A pays a fixed rate, and Party B pays a floating rate. In such an agreement the fixed rate would be such that the present value of future fixed rate payments by Party A are equal to the present value of the expected future floating rate payments (i.e. the NPV ...

  8. Currency swap - Wikipedia

    en.wikipedia.org/wiki/Currency_swap

    In finance, a currency swap (more typically termed a cross-currency swap, XCS) is an interest rate derivative (IRD). In particular it is a linear IRD, and one of the most liquid benchmark products spanning multiple currencies simultaneously. It has pricing associations with interest rate swaps (IRSs), foreign exchange (FX) rates, and FX swaps ...

  9. Notional principal contract - Wikipedia

    en.wikipedia.org/wiki/Notional_principal_contract

    The simplest example of an NPC is a so-called interest rate swap, in which one party (Party A) pays the other party (Party B) an amount each quarter determined by multiplying a floating, market-determined interest rate (e.g., LIBOR) by the notional amount; and Party B pays Party A on the same date an amount determined by multiplying a fixed ...