A basis swap is an interest rate swap which involves the exchange of two floating rate financial instruments. A basis swap functions as a floating-floating...
2 KB (319 words) - 06:44, 29 September 2023
accepted that swaps of similar nature whose legs are denominated in different currencies are called cross currency basis swaps. Swaps which are determined...
33 KB (3,803 words) - 10:17, 29 October 2024
In finance, a swap is an agreement between two counterparties to exchange financial instruments, cashflows, or payments for a certain time. The instruments...
32 KB (3,961 words) - 14:29, 3 November 2024
option Basis swap, an interest rate swap Cost basis, in income tax law, the original cost of property adjusted for factors such as depreciation Tax basis, cost...
2 KB (296 words) - 12:20, 25 October 2020
In finance, a currency swap (more typically termed a cross-currency swap, XCS) is an interest rate derivative (IRD). In particular it is a linear IRD...
25 KB (3,104 words) - 23:49, 16 October 2024
2 basis points. Often, fixed income prices will be quoted in "SWAPS +", wherein the swap rate is added to a given number of basis points. The swap rate...
2 KB (185 words) - 09:59, 23 February 2024
A credit default swap (CDS) is a financial swap agreement that the seller of the CDS will compensate the buyer in the event of a debt default (by the debtor)...
131 KB (15,186 words) - 15:57, 14 October 2024
constant maturity swap fixes against a point on the swap curve on a periodic basis. A constant maturity swap is an interest rate swap where the interest...
2 KB (305 words) - 21:25, 3 May 2024
Derivative (finance) (section Credit default swap)
the terms "swap", "security-based swap", "swap dealer", "security-based swap dealer", "major swap participant" and "major security-based swap participant")...
89 KB (11,103 words) - 19:24, 15 October 2024
A basis trade profits from the closing of an unwarranted gap between the futures contract and the associated cash market instrument. Basis swap Hull...
1 KB (221 words) - 01:42, 24 August 2024
where an institution swaps the cash flows on a U.S. Government Bond for LIBOR minus a spread (say 20 basis points). Such swaps usually have stub periods...
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of the swap ("bullet" swap). Take a simple index swap where Party A swaps £5,000,000 at LIBOR + 0.03% (also called LIBOR + 3 basis points) against £5,000...
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An overnight indexed swap (OIS) is an interest rate swap (IRS) over some given term, e.g. 10Y, where the periodic fixed payments are tied to a given fixed...
7 KB (815 words) - 04:25, 27 July 2023
In finance, a foreign exchange swap, forex swap, or FX swap is a simultaneous purchase and sale of identical amounts of one currency for another with two...
5 KB (792 words) - 21:26, 1 November 2024
Outline of finance (section Swap markets and contracts)
Options on futures Swap (finance) Interest rate swap Basis swap Asset swap Forex swap Stock swap Equity swap Currency swap Variance swap Contract for difference...
68 KB (5,693 words) - 07:48, 10 October 2024
Power reverse dual-currency note (category Swaps (finance))
market rate1 and rate2 based on deposit rates, futures prices and swap rates Basis swap spread curves Spot FX rate Plain vanilla PRDCs can be broken down...
8 KB (1,326 words) - 21:09, 26 March 2023
include: Basis swap Currency future Currency swap Foreign exchange binary option Foreign exchange forward Foreign exchange option Foreign exchange swap Forward...
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rate swaps (IRSs), forward rate agreements (FRAs), zero coupon swaps (ZCSs), cross-currency basis swaps (XCSs) and single currency basis swaps (SBSs)...
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\operatorname {CNOT} \cdot \operatorname {SWAP} } where SWAP {\displaystyle \operatorname {SWAP} } is the SWAP gate. Barenco, Adriano; Bennett, Charles...
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approximately 2+1⁄2 hours. SWAP can also be scored reliably on the basis of other, comparably psychologically rich interview sources. SWAP-200 diagnostic scales...
7 KB (931 words) - 10:22, 24 October 2024
In finance, a zero coupon swap (ZCS) is an interest rate derivative (IRD). In particular it is a linear IRD, that in its specification is very similar...
13 KB (2,060 words) - 12:49, 15 September 2024
The swap test is a procedure in quantum computation that is used to check how much two quantum states differ, appearing first in the work of Barenco et...
7 KB (1,053 words) - 06:58, 18 June 2024
+ 1; else Swap bk and bk−1; Update B* and the related μi,j's as needed. k <- max(k−1, 2); end if end while return B the LLL reduced basis of {b1, .....
15 KB (2,128 words) - 03:20, 13 October 2024
Debt restructuring (redirect from Debt-for-equity swap)
invoices and statements, disputed bills and problem debts. In a debt-for-equity swap, a company's creditors generally agree to cancel some or all of the debt...
22 KB (2,769 words) - 09:28, 30 September 2024
default swap index is a credit derivative used to hedge credit risk or to take a position on a basket of credit entities. Unlike a credit default swap, which...
12 KB (1,239 words) - 03:48, 21 March 2024
Gamma matrices (redirect from Weyl basis)
When interpreted as the matrices of the action of a set of orthogonal basis vectors for contravariant vectors in Minkowski space, the column vectors...
61 KB (7,233 words) - 00:33, 24 September 2024
< n do if c[i] < i then if i is even then swap(A[0], A[i]) else swap(A[c[i]], A[i]) end if output(A) // Swap has occurred ending the while-loop. Simulate...
13 KB (1,833 words) - 04:44, 8 October 2024
Body transfer illusion (redirect from Body-swap illusion)
Petkova VI, Ehrsson HH, 2008 "If I Were You: Perceptual Illusion of Body Swapping". PLoS ONE 3(12): e3832. doi:10.1371/journal.pone.0003832 M.P.M. Kammers...
14 KB (1,958 words) - 21:12, 9 October 2024
the basis swap between one-month LIBOR and three-month LIBOR increased from 30 basis points in the beginning of September to a high of over 100 basis points...
38 KB (4,257 words) - 22:53, 26 September 2024
Sister exchange (redirect from Sibling swap)
sister swapping, daughter swapping or niece swapping. The male counterpart to the same situation is referred to as brother swapping, son swapping, or nephew...
22 KB (2,979 words) - 12:41, 8 September 2024