Interest Rate Swap Explained

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Posted on November 14, 2018 at 09:15 AM

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Interest Rate Swap: Definition, Example, Valuation
An interest rate swap is a contract between two counterparties who agree to exchange the future interest rate payments they make on loans or bonds. These two counterparties are banks, businesses, hedge funds, or investors. The most common is the so-called vanilla swap.
Interest Rate Swaps Explained - Economics Help
Interest rate swaps are one of the most common type of derivatives and are highly liquid (meaning easy to buy and sell). The most common type of interest rate swap is a combination of fixed and variable rate payments. In this example. Firm A wishes to swap variable interest payments for fixed interest payments.
Interest Rate Swap - Investopedia - Sharper Insight ...
An interest rate swap is a forward contract in which one stream of future interest payments is exchanged for another based on a specified principal amount.

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