An interest rate swap designed to end a counterparty`s role in another interest rate swap, accomplished by counterbalancing the original swap in maturity, reference rate, and notional amount.
Found on
http://www.duke.edu/~charvey/Classes/wpg/bfgloss.htm
An interest rate swap designed to end a counterparty's role in another interest rate swap, accomplished by counterbalancing the original swap in maturity, reference rate, and notional amount.
Found on
http://www.encyclo.co.uk/local/20047
The difference between spot and forward rates expressed in points, e.g., $0.0001 per pound sterling.
Found on
http://www.encyclo.co.uk/local/22402
No exact match found.
