Swap rate
id:
swap-rate-308-7437722
title:
Swap rate
text:
For interest rate swaps, the Swap rate is the fixed rate that the swap "receiver" demands in exchange for the uncertainty of having to pay a short-term (floating) rate, e.g. 3 months LIBOR over time. Analogous to YTM for bonds, the swap rate is then the market's quoted price for entering the swap in question. At the time of the swap agreement, the total value of the swap's fixed rate flows will be equal to the value of expected floating rate payments implied by the forward LIBOR curve; see Swap
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Swap_rate
date created:
date modified:
2023-04-20T13:12:33Z
main entity:
{"identifier":"Q2228869","url":"https://www.wikidata.org/entity/Q2228869"}
image:
fields total:
13
integrity:
13