Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Interest-rate swap, fixed and floating legs?

Ook bekend als: interest-rate swap · fixed leg · floating leg

Definition 9.1 Markets II: Rates, FX and Credit · Hoofdstuk 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.

Lees in het hoofdstuk →