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  2. 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 ...

  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. Interest rate derivative - Wikipedia

    en.wikipedia.org/wiki/Interest_rate_derivative

    The interest rate derivatives market is the largest derivatives market in the world. The Bank for International Settlements estimates that the notional amount outstanding in June 2012 [3] were US$494 trillion for OTC interest rate contracts, and US$342 trillion for OTC interest rate swaps.

  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. Synthetic currency pair - Wikipedia

    en.wikipedia.org/wiki/Synthetic_currency_pair

    A synthetic currency pair allows one to reduce the spread costs of trading. [4] Crosses create more opportunities for traders by giving them more currencies to trade. [5] Typically, trends and ranges are cleaner on currency crosses than they are on the major currency pairs. Trading crosses allows you to take advantage of differences in interest ...

  7. Swap (finance) - Wikipedia

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

    A quanto swap is a cash-settled, cross-currency interest rate swap in which one counterparty pays a foreign interest rate to the other, but the notional amount is in domestic currency. The second party may be paying a fixed or floating rate.

  8. Foreign exchange swap - Wikipedia

    en.wikipedia.org/wiki/Foreign_exchange_swap

    In finance, a foreign exchange swap, forex swap, or FX swap is a simultaneous purchase and sale of identical amounts of one currency for another with two different value dates (normally spot to forward) [1] and may use foreign exchange derivatives. An FX swap allows sums of a certain currency to be used to fund charges designated in another ...

  9. Power reverse dual-currency note - Wikipedia

    en.wikipedia.org/wiki/Power_reverse_dual...

    For example, the hedge would have to pay swaps in the foreign currency. If FX spot moves in a correlated fashion with the foreign currency swap rate (that is, foreign currency swap rate increases as FX spot increases), the hedger would need to pay a higher swap rate as FX spot goes up, and receive a lower swap rate as FX spot goes down.