A basis swap is an interest rate swap which involves the exchange of two floating rate financial instruments. A basis swap functions as a floating-floating...
2 KB (319 words) - 06:44, 29 September 2023
accepted that swaps of similar nature whose legs are denominated in different currencies are called cross currency basis swaps. Swaps which are determined...
33 KB (3,798 words) - 13:49, 14 May 2025
In finance, a swap is an agreement between two counterparties to exchange financial instruments, cashflows, or payments for a certain time. The instruments...
32 KB (3,961 words) - 14:29, 3 November 2024
In finance, a currency swap (more typically termed a cross-currency swap, XCS) is an interest rate derivative (IRD). In particular it is a linear IRD...
25 KB (3,103 words) - 20:34, 16 May 2025
2 basis points. Often, fixed income prices will be quoted in "SWAPS +", wherein the swap rate is added to a given number of basis points. The swap rate...
2 KB (185 words) - 02:22, 16 May 2025
A credit default swap (CDS) is a financial swap agreement that the seller of the CDS will compensate the buyer in the event of a debt default (by the debtor)...
129 KB (15,020 words) - 13:36, 11 May 2025
Basis swap, an interest rate swap Cost basis, in income tax law, the original cost of property adjusted for factors such as depreciation Tax basis, cost...
4 KB (495 words) - 20:53, 16 April 2025
constant maturity swap fixes against a point on the swap curve on a periodic basis. A constant maturity swap is an interest rate swap where the interest...
2 KB (305 words) - 21:25, 3 May 2024
over-the-counter or collateralized transactions. Arbitrage Futures contract Basis swap Derivative (finance) Repo market These articles help contextualize the...
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Derivative (finance) (section Credit default swap)
the terms "swap", "security-based swap", "swap dealer", "security-based swap dealer", "major swap participant" and "major security-based swap participant")...
90 KB (11,331 words) - 23:02, 14 May 2025
where an institution swaps the cash flows on a U.S. Government Bond for LIBOR minus a spread (say 20 basis points). Such swaps usually have stub periods...
7 KB (1,148 words) - 14:47, 30 August 2024
Outline of finance (section Swap markets and contracts)
Options on futures Swap (finance) Interest rate swap Basis swap Asset swap Forex swap Stock swap Equity swap Currency swap Variance swap Contract for difference...
69 KB (5,713 words) - 08:24, 22 May 2025
maturity of the swap ("bullet" swap). Take a simple index swap where Party A swaps £5,000,000 at LIBOR + 0.03% (also called LIBOR + 3 basis points) against...
7 KB (1,072 words) - 17:06, 23 February 2025
arbitrage, basis trading has drawn increased regulatory scrutiny in the 2020s due to concerns over systemic risk and hidden leverage. Arbitrage Basis swap Futures...
17 KB (1,957 words) - 17:13, 26 April 2025
Power reverse dual-currency note (category Swaps (finance))
market rate1 and rate2 based on deposit rates, futures prices and swap rates Basis swap spread curves Spot FX rate Plain vanilla PRDCs can be broken down...
8 KB (1,326 words) - 21:09, 26 March 2023
In finance, a foreign exchange swap, forex swap, or FX swap is a simultaneous purchase and sale of identical amounts of one currency for another with two...
5 KB (792 words) - 21:26, 1 November 2024
An overnight indexed swap (OIS) is an interest rate swap (IRS) over some given term, e.g. 10Y, where the periodic fixed payments are tied to a given fixed...
7 KB (810 words) - 06:14, 12 April 2025
rate swaps (IRSs), forward rate agreements (FRAs), zero coupon swaps (ZCSs), cross-currency basis swaps (XCSs) and single currency basis swaps (SBSs)...
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include: Basis swap Currency future Currency swap Foreign exchange binary option Foreign exchange forward Foreign exchange option Foreign exchange swap Forward...
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state onto this basis set.: 813 In the field of quantum cryptography, it helps secure communication channels better. By utilizing swapped entanglements...
11 KB (1,108 words) - 20:51, 10 February 2025
\operatorname {CNOT} \cdot \operatorname {SWAP} } where SWAP {\displaystyle \operatorname {SWAP} } is the SWAP gate. Barenco, Adriano; Bennett, Charles...
19 KB (2,523 words) - 16:29, 5 January 2025
Gamma matrices (redirect from Weyl basis)
When interpreted as the matrices of the action of a set of orthogonal basis vectors for contravariant vectors in Minkowski space, the column vectors...
61 KB (7,254 words) - 20:44, 10 May 2025
The swap test is a procedure in quantum computation that is used to check how much two quantum states differ, appearing first in the work of Barenco et...
7 KB (1,053 words) - 06:58, 18 June 2024
Semen (redirect from Semen swap)
roughly as the English word "gulp", the sound made by swallowing. Cum swapping / snowballing / snowdropping is the sexual practice in which one person...
59 KB (6,115 words) - 07:47, 6 May 2025
Vote pairing (redirect from Vote swap)
Vote swapping, also called co-voting or vote pairing or vote trading, is an informal strategic agreement between two voters to "exchange" their votes,...
32 KB (3,294 words) - 22:56, 27 April 2025
Futures contract (redirect from Basis of futures)
interest rate swaps or equity derivative products will use financial futures or equity index futures to reduce or remove the risk on the swap. Those that...
50 KB (6,988 words) - 02:37, 22 May 2025
対決!剣道大会ヘンなわざ大集合) January 31, 2004 (2004-01-31) SPECIAL–40 "Dad and Mom swapped" (Japanese: 父ちゃんと母ちゃんが入れ替わったゾ) February 7, 2004 (2004-02-07) "Learn table...
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Quantum logic gate (section Swap gate)
{\displaystyle H{\sqrt {X}}\;H={\sqrt {Z}}=S.} The swap gate swaps two qubits. With respect to the basis | 00 ⟩ {\displaystyle |00\rangle } , | 01 ⟩ {\displaystyle...
76 KB (10,347 words) - 10:02, 8 May 2025
default swap index is a credit derivative used to hedge credit risk or to take a position on a basket of credit entities. Unlike a credit default swap, which...
12 KB (1,239 words) - 03:48, 21 March 2024
including "interest rate swaps, currency swaps, basis swaps, interest rate caps, interest rate floors, commodity swaps, equity swaps, and similar agreements...
4 KB (582 words) - 12:44, 4 May 2025