Related articles:
Swap (finance)
Interest rate derivative
Hedge (finance)
Yield curve
Equity swap
Derivative (finance)
Interest rate cap and floor
Swaption
Total return swap
Ultra vires
Key terms:
swap
jpy
usd
fx
bps
libor
pv
notional
payments
hedge
otc
floating rate
tibor
indexed
fixed rate
interest rate swaps
cash flow
coupon
swap rate
yield curve
forward rate
counterparty
notional amount
pay fixed
party p pays
rate asset
different currencies
usd debt
times df
receive jpy
discount factor
duration gap
fixed leg
variable rate
fannie mae
vice versa
notional n
interest rate risk
credit risk
floating leg
jpy notional
initial exchange rate
rate payments
currency a indexed
receives floating
interest rate cap
interest payments
rate in currency b
pay floating rate in currency
receives fixed interest in currency
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