1.
The handbook of fixed income securities - Google Books Result
by Frank J. Fabozzi, Steven V. Mann - 2005 - Business & Economics - 1495 pages
An accreting swap would be useful where, for instance, ... amortizing swap are no different in principle to a vanilla interest-rate swap; a single swap rate ...
books.google.com.pk/books?isbn=0071440992...
2.
Snowgold.com - Financial Glossary
Accreting Swap. An interest rate swap or currency swap where the principal or .... about prevailing interest rates and option volatility. See also Greeks. ...
www.snowgold.com/financial/fingloss.html - Cached - Similar
3.
Accreting principal swap Definition | Definition of Accreting ...
Accreting principal swap - Definition of Accreting principal swap at ... See also: Interest Rate Swap, Notional Principal Amount, Notional Value, Swap ...
dictionary.reference.com/browse/accreting+principal+swap - Cached - Similar
4.
The handbook of international financial terms - Google Books Result
by Peter Moles, Nicholas Terry - 1997 - Business & Economics - 605 pages
See also deferred cap; forward cap. accreting swap. An interest rate swap or cross- currency swap in which the notional principal increases towards maturity ...
books.google.com.pk/books?isbn=0198288859...
5.
Swap financial definition of Swap. Swap finance term by the Free ...
Also called interest rate swap. See also counterparty risk. ... You can also use swaps to realize a capital loss for tax purposes by selling securities that ...
financial-dictionary.thefreedictionary.com/Swap - Cached - Similar
6.
Financial Derivatives Terms and Definitions, Accreting Swap | FINCAD
Accreting Swap. A swap agreement in which the underlying principal increases over the life of the swap. ... The interest rate curve used to determine expected coupon rates. ... See also Collateralized Debt Obligations (CDOs). ...
www.fincad.com/services/support-programs/.../glossary.aspx - Cached - Similar
7.
Interest rate, term structure, and valuation modeling - Google Books Result
by Frank J. Fabozzi - 2002 - Business & Economics - 514 pages
The fixed-rate payer is also referred to as the floating-rate receiver and the fixed-rate receiver is also called the floating-rate payer. The type of swap ...
books.google.com.pk/books?isbn=0471220949...
8.
Amazon.com: Valuation of Interest Rate Swaps and Swaptions ...
Amazon.com Sales Rank: #134356 in Books (See Bestsellers in Books) ... amortizing swap, term structure shifts, accreting swap, plain vanilla swap ... Interest Rate Swaps and Their Derivatives: A Practitioner's Guide (Wiley Finance) ... books this one also just scratches the surface of the topic (swap and swaptions) ...
www.amazon.com/...Interest-Rate-Swaps-Swaptions/.../1883249899 - Cached - Similar
9.
* Swap - (Stock market): Definition
Swap: An interest rate swap is an agreement between two parties to exchange .... [Harvey] accreting swap A swap with a notional principal amount which ... Also, the day on which a security or a commodity future trade actually takes place. ... whilst companies generally issue in fixed rate. See interest rate swap. ...
en.mimi.hu/stockmarket/swap.html - Cached - Similar
10.
Dictionary of financial engineering - Google Books Result
by John Francis Marshall - 2000 - Business & Economics - 289 pages
The opposite of an amortizing swap. accretion An increase in the ... See range floater. accrual swap An interest rate swap in which interest accrual on one ...
books.google.com.pk/books?isbn=0471242918...

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