CHAPTER 6 Different Types of Swaps 1 In the previous chapter, we introduced two simple kinds of generic swaps: interest rate and currency swaps. These are usually known as “plain vanilla” deals because the structures

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• Interest rates
• Swap
• Interest rate swap
• Currency swap
• Constant maturity swap
• Libor
• Notional amount
• Basis swap
• Amortising swap
• Financial economics
• Finance
• Economics