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  2. Swap rate - Wikipedia

    en.wikipedia.org/wiki/Swap_rate

    For interest rate swaps, the Swap rate is the fixed rate that the swap "receiver" demands in exchange for the uncertainty of having to pay a short-term (floating) rate, e.g. 3 months LIBOR over time. (At any given time, the market's forecast of what LIBOR will be in the future is reflected in the forward LIBOR curve.)

  3. 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.

  4. Swap (finance) - Wikipedia

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

    The second party may be paying a fixed or floating rate. For example, a swap in which the notional amount is denominated in Canadian dollars, but where the floating rate is set as USD LIBOR, would be considered a quanto swap. Quanto swaps are known as differential or rate-differential or diff swaps.

  5. Interest rate derivative - Wikipedia

    en.wikipedia.org/wiki/Interest_rate_derivative

    Examples of non-linear IRDs are; swaptions, interest rate caps and floors and constant maturity swaps (CMSs). These products' PVs are reliant upon volatility so their pricing is often more complex as is the nature of their risk management.

  6. 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 ...

  7. Savings interest rates today: Swap sluggish savings for ... - AOL

    www.aol.com/finance/savings-interest-rates-today...

    Savings interest rates today: Swap sluggish savings for faster growth at up to 5.10% APY this weekend — Dec. 6, 2024. Kelly Suzan Waggoner. Updated December 6, 2024 at 8:16 AM.

  8. Reference rate - Wikipedia

    en.wikipedia.org/wiki/Reference_rate

    Another example is that of swap reference rates for constant maturity swaps. The ISDAfix rates used are calculated daily for an independent organisation, the International Swaps and Derivatives Association, from quotes from a large panel of banks. In the credit derivative market a similar concept to

  9. Equity swap - Wikipedia

    en.wikipedia.org/wiki/Equity_swap

    An equity swap is a financial derivative contract (a swap) where a set of future cash flows are agreed to be exchanged between two counterparties at set dates in the future. [1] The two cash flows are usually referred to as "legs" of the swap; one of these "legs" is usually pegged to a floating rate such as LIBOR. This leg is also commonly ...