Swap – Page 32 – Fincyclopedia

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Recovery Swap

A swap in which a fixed recovery rate is exchanged for a real recovery rate following a credit default. This...

Fixed-Recovery Credit Default Swap

Unlike standard credit default swaps which require a valuation following a credit event (usually default), fixed-recovery credit default swaps (CDS)...

Fixed-For-Fixed Swap

A swap (specifically a cross-currency interest rate swap) which is based on two fixed rates in the same currency or...

LIBOR Prime Swap

An interest rate swap that has two legs: 1) LIBOR-pay, prime-receive and 2) prime-pay, LIBOR receive. In other words, the...

Coupon PVBP of a Swap

The present value (PV) of the change in the value of a swap that results from to a one basis...

Coupon PV01 of a Swap

The present value (PV) of the change in the value of a swap that results from to a one basis...

PVBP of a Swap

The present value of a basis point (PVBP or PV01) of a swap is the change in its value due...

PV01 of a Swap

The present value of a basis point (PV01) of a swap is the change in its value due to a...

Swap Coupon PVBP

The present value (PV) of the change in the value of a swap that results from to a one basis...

Swap Coupon PV01

The present value (PV) of the change in the value of a swap that results from to a one basis...