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Contents of Volume
Straight currency swaps
Interest rate swaps
26 other sections not shown
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31 December Accelerated Settlement Date accounting treatment accrued agreement value apply approach assets balance sheet Banking Day Bankruptcy Code basis Calculation Period cash flows cent Chapter close-out closing amount collateral collateralisation cost counterparty coupon court credit risk creditor currency swap damages debtor defaulting party determined Deutschmarks discount documentation dollar Early Termination Date effect Eurodollar Event of Default exchange gain exchange of borrowings exchange rate Exhibit fixed rate fixed-rate Floating Rate floating-rate foreign currency foreign exchange formula forward contract gain or loss guarantor hedge hereunder indemnity interest rate swap investment issue letter of credit liability Libor mark-to-market maturity million mismatch non-defaulting party notional principal amount obligations Payment Dates Period End Dates portfolio manager position premium present value received redeployment relevant result Section securities solvent party specified spot exchange rate spot rate swap agreement swap exposure swap market swap transaction Swfr Swiss franc translated