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Quanto Swaplet

A swaplet that constitutes an agreement in which one counterparty makes floating rate payments based on a foreign forward rate...

    Clean Risk

    The risk that a counterparty to a swap will not make a due payment on a specific reset day. Differently...

      Swaplet Risk

      The risk that a counterparty to a swap will not make a due payment on a specific reset day. Differently...

        Swaplet

        One payment/ trade of a series of swap payments or forward rate agreement (FRA) trades. Each swaplet starts when the...