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Exhibits in Volume
Straight currency swaps
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31 December Accelerated Settlement Date accounting treatment accrued agreement value amortised apply back-to-back balance sheet balance sheet date Banking Day Bankruptcy Code basis bond Calculation Period cash flows cent Chapter close-out collateral collateralisation cost counterparty coupon court credit risk currency swap damages debt debtor defaulting party determined Deutschmarks discount documentation dollar Early Termination Date effect Eurobank Eurodollar Event of Default exchange gain exchange of borrowings exchange rate Exhibit fixed rate fixed-rate Floating Rate foreign exchange formula forward contract gain or loss guarantor hedge hereunder historical rates institutions interest rate swap investment involved issue Japanese yen Libor maturity million mismatch non-defaulting party obligations offset parallel loans party's Payment Date Period End Dates portfolio premium provisions received relevant result Section securities solvent party specified spot exchange rate spot rate swap agreement swap exposure swap market swap transaction Swaps Code Swfr Swiss franc translated zero-coupon