arrears reset swap

arrears reset swap
På det ene ben (advance) betales der 3 eller 6 måneders variabel rente fastsat efter advance reset princippet (som i en plain vanilla swap). På det andet ben (arrears) betales der 3 eller 6 måneders variabel rente fastsat 0-2 dage før terminens udløb efter det såkaldte arrears reset princip. Kaldes også arrears swap.

English-Danish financial dictionary. 2015.

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