- Swap rate/swap points
- Price for a swap contract expressed as the difference between the two rates involved, respectively spot/forward and forward, measured in pips.
International financial encyclopaedia . 2014.
International financial encyclopaedia . 2014.
Swap rate — The difference between spot and forward rates expressed in points, e.g., $0.0001 per pound sterling. The New York Times Financial Glossary … Financial and business terms
swap rate — The difference between spot and forward rates expressed in points, e.g., $0.0001 per pound sterling. Bloomberg Financial Dictionary … Financial and business terms
Forex swap — In finance, a forex swap (or FX swap) is an over the counter short term interest rate derivative instrument. In emerging money markets, forex swaps are usually the first derivative instrument to be traded, ahead of forward rate agreements and… … Wikipedia
Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity … Wikipedia
Variance swap — A variance swap is an over the counter financial derivative that allows one to speculate on or hedge risks associated with the magnitude of movement, i.e. volatility, of some underlying product, like an exchange rate, interest rate, or stock… … Wikipedia
Overnight indexed swap — An overnight indexed swap (OIS) is an interest rate swap where the periodic floating rate of the swap is equal to the geometric average of an overnight index (i.e., a published interest rate which is also called Overnight Rate) over every day of… … Wikipedia
London Interbank Offered Rate — The London Interbank Offered Rate (or LIBOR, pronEng|ˈlaɪbɔr) is a daily reference rate based on the interest rates at which banks offer to lend unsecured funds to other banks in the London wholesale money market (or interbank market). LIBOR will … Wikipedia
Basis swap — A basis swap is an interest rate swap which involves the exchange of two floating rate financial instruments. A floating floating interest rate swap under which the floating rate payments is referenced to different bases. Usage of basis swaps for … Wikipedia
Euro Interbank Offered Rate — The Euro Interbank Offered Rate (or Euribor) is a daily reference rate based on the averaged interest rates at which banks offer to lend unsecured funds to other banks in the euro wholesale money market (or interbank market). copeEuribor rates… … Wikipedia
Quanto Swap — A swap with varying combinations of interest rate, currency and equity swap features, where payments are based on the movement of two different countries interest rates. This is also referred to as a differential or diff swap. Though they deal… … Investment dictionary