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Variable Rate Swap Model
- Author(s):
- Tim Xiao (see profile)
- Date:
- 2022
- Group(s):
- Business Management
- Subject(s):
- Derivative securities, Derivative securities--Prices
- Item Type:
- Essay
- Tag(s):
- Variable Rate Swap, Swap Model
- Permanent URL:
- https://doi.org/10.17613/tg27-2b73
- Abstract:
- Variable rate swap is an interest rate swap that has two legs: one fixed rate leg and a variable rate leg. The variable leg involves fixed rate payments for an initial period of time and a floating rate for the rest. The floating rate on that portion is defined as a minimum of two index rates.
- Notes:
- https://finpricing.com/lib/FiBond.html
- Metadata:
- xml
- Status:
- Published
- Last Updated:
- 7 months ago
- License:
- Attribution
variableswap.pdf