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Posts tagged ‘Swap’

How to calculate annualized Swap Rate (from quarterly data) on June 1, 2017

The swap rate must be initially set so that the value of the contract is: on September 29, 2016

What do declining swap spreads indicate? on May 28, 2016

Market participants prefer the swap-rate curve over the government bond yield curve because? on May 28, 2016

At what point in a swap’s life is the credit risk in an interest rate swap the greatest? on January 5, 2016

The swap rate is the interest rate… on January 5, 2016

Value of plain vanilla interest rate swap to fixed payer side on January 5, 2016

Value of plain vanilla interest rate swap to floating-rate-payer side on January 5, 2016

The floating-rate payer position in a plain vanilla swap can be replicated with a series of: on January 5, 2016

In foreign currency swaps both parties exchange: on July 19, 2012