differential swap
1Differential swap — Swap between two LIBO rates of interest, e.g. yen LIBOR for dollar LIBOR. Payments are in one currency. The New York Times Financial Glossary …
2differential swap — swap between two LIBOR rates of interest ( interest rate), e.g., yen LIBOR for dollar LIBOR Payments are in one currency. Bloomberg Financial Dictionary …
3Quanto swap — See: differential swap. The New York Times Financial Glossary …
4quanto swap — See: differential swap …
5Quality Spread Differential - QSD — In an interest rate swap, the difference between the interest rates of debt obligations offered by two parties of different creditworthiness that engage in the swap. A swap transaction is considered beneficial to both parties only when the QSD is …
6Interest rate swap — An interest rate swap is a derivative in which one party exchanges a stream of interest payments for another party s stream of cash flows. Interest rate swaps can be used by hedgers to manage their fixed or floating assets and liabilities. They… …
7Constant maturity swap — A constant maturity swap, also known as a CMS, is a swap that allows the purchaser to fix the duration of received flows on a swap. The floating leg of an interest rate swap typically resets against a published index. The floating leg of a… …
8Quality Spread Differential — (QSD) arises during an interest rate swap in which two parties of different levels of creditworthiness experience different levels of interest rates of debt obligations. A positive QSD means that a swap is in the interest of both… …
9Forex swap — In finance, a forex swap (or FX swap) is an over the counter short term interest rate derivative instrument. In emerging money markets, forex swaps are usually the first derivative instrument to be traded, ahead of forward rate agreements and… …
10Quanto Swap — A swap with varying combinations of interest rate, currency and equity swap features, where payments are based on the movement of two different countries interest rates. This is also referred to as a differential or diff swap. Though they deal… …
