Interest rate swap

id: interest-rate-swap-164-2232330
title: Interest rate swap
text: In finance, an interest rate swap (IRS) is an interest rate derivative (IRD). It involves exchange of interest rates between two parties. In particular it is a "linear" IRD and one of the most liquid, benchmark products. It has associations with forward rate agreements (FRAs), and with zero coupon swaps (ZCSs). In its December 2014 statistics release, the Bank for International Settlements reported that interest rate swaps were the largest component of the global OTC derivative market, represent
brand slug: wiki
category slug: encyclopedia
description: Linear interest rate derivative involving exchange of interest rates between two parties
original url: https://en.wikipedia.org/wiki/Interest_rate_swap
date created: 2003-05-30T09:08:49Z
date modified: 2024-08-28T19:20:32Z
main entity: {"identifier":"Q205258","url":"https://www.wikidata.org/entity/Q205258"}
image:
fields total: 13
integrity: 15

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