Examples of 'swap rate' in a sentence
Meaning of "swap rate"
swap rate: In finance, it refers to the fixed interest rate on a derivative swap
How to use "swap rate" in a sentence
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swap rate
This is where the swap rate comes in.
The spread is the liability rate minus the swap rate.
The swap rate is considered a very important interest rate benchmark to traders.
This margin is set against the fixed swap rate curve.
The swap rate will be calibrated to ensure a zero market value at swap inception.
The spread shall be the liability rate minus the swap rate.
The daily foreign exchange swap rate is published at the local foreign exchange swap centres.
The difference between those two rates is the final overnight interest or swap rate.
Real rate swaps are the nominal interest swap rate less the corresponding inflation swap.
Below is the US Treasury curve plotted along with the US swap rate curve.
The swap rate will depend on the direction of the position you take,.
OIS is the overnight indexed swap rate.
The blue-chip swap rate is the exchange rate that is implicit in these transactions.
To the EONIA swap rate.
Observe that the swap rate is quoted precisely the same as a 1 month forward rate.
See also
The option is restricted to switching to the swap rate only ;.
The swap rate is the longer maturity equivalent to the Inter-Bank Offered Rate IBOR rate.
In return, the dividend payer receives a fixed amount at expiry called the dividend swap rate.
Fixed Swap rate + margin Equal instalments.
Essentially, the swap rate.
What 's a swap rate and does it make or cost me money?
Here, as mentioned, the forward price is the forward swap rate.
For maturities from 10 years upwards, the yield curve is based on the euro swap rate.
Receive-fixed, pay-variable interest rate swap based on the London Interbank Offered Rate (LIBOR) swap rate.
