Todos los libros

Profesional

Apps Acerca de Coach Iniciar sesión Empezar a leer

Quantitative Finance · Glosario

¿Qué es Interest-rate swap, fixed and floating legs?

También llamado: interest-rate swap · fixed leg · floating leg

Definition 9.1 Markets II: Rates, FX and Credit · Capítulo 9 — Interest-Rate Swaps

An interest-rate swap is an agreement to exchange, on a notional amount that is never itself exchanged, fixed-rate interest payments, the fixed leg, for floating-rate payments set by a benchmark rate, the floating leg, on a schedule of dates until maturity.

Leer en el capítulo →