What are interest-rate swaps?
An interest-rate swap is an arrangement whereby two parties enter into an agreement to exchange periodic interest payments. In its most common and simplest form, one party agrees to pay the other a fixed rate of interest in exchange for a floating rate. The benefit of interest-rate swaps is that they can be used to synthetically extend or shorten the duration of a fund.
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Related Questions
Can’t the TIPS liquidity problem be resolved with interest-rate swaps?
My previous federal Stafford Loan carries a variable interest rate and my 2009-10 federal Stafford Loan will have a fixed interest rate. Why this complication?
Ryan wants to place $700 into a savings account for five years. He wants to deposit $400 at 4.0% interest and the rest in another account at 6.5% interest. What would his amount of interest be at the end of five years?
Counting number of swaps in insertion sort?
With whom does the Federal Reserve transact agency MBS dollar rolls and coupon swaps?
In the above example, what would maturity (M) equal if the customer's exposures were not covered under an International Swaps and Derivatives Association (ISDA) agreement?