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Par Swap Pricing Method

An interest rate swap valuation method that views a swap as a series of cash flows for each of which...

    Swap Pricing

    A swap is a series of cash flows on two legs. At the trade date (which is assumed to be...

      Generic Swap Valuation

      A swap valuation method which is used to price a vanilla interest rate swap. The value of the fixed leg...

        Buy Up

        An adjustment that is to be made to swap pricing to take account of the off-market requirements on a counterparty...

          Buy Down

          An adjustment that is to be made to swap pricing to take account of the off-market requirements on a counterparty...

            Credit-Adjusted Swap Pricing

            An adjustment which is made to the price of a swap to account to a margin reflecting the potential loss...

              IRS Valuation

              It stands for interest rate swap valuation; a swap pricing method that is based either on regarding the swap's two...

                Interest Rate Swap Valuation

                A swap pricing method that is based either on regarding the swap's two legs as two bonds (this is the...