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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


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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Document Date: 2011-08-10 08:01:46


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Japan / Germany / United States / France / /

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USD / /

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unnatural product / bank / /

Person

Chau Ka-lok / /

Position

treasurer / /

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