Warning: Creating default object from empty value in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/plugins/independent-core/admin/ReduxCore/inc/class.redux_filesystem.php on line 29 Swap Rate – Page 4 – Fincyclopedia
[wpdreams_ajaxsearchpro id=44 ]
  • Monday, April 28, 2025
  • The Financial Encyclopedia
[wpdreams_ajaxsearchpro id=43 ]
Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/tag.php on line 49

Swap Coupon

The fixed-rate of interest on the fixed-rate leg of an interest rate swap or a currency swap (or any similar structures). More specifically, swap...

    ICE Swap Rate

    It stands for intercontinental exchange rate. By definition, it is the mid-price for interest rate swaps (the fixed leg) and...

      Mid Rate

      An average of a pay rate (bid rate) and a receive rate (offer rate) in an interest rate swap. A dealer...

        Mid Market Swap Rate

        The swap rate that makes a swap break even, i.e., renders its present value equal to zero. At this rate, the present value of the floating...

          Swap Quotation

          By convention, the floating rate of a swap is quoted flat without basis point adjustments; e.g., LIBOR flat. The fixed rate is quoted in terms of the on-the-run...

            Swap Rate

            The market interest rate which is used (or referred to) to determine the fixed rate leg of a swap. At...