1. An interest rate swap is an agreement between two parties to exchange interest payments at designated...

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1. An interest rate swap is an agreement between two parties to exchange interest payments at designated times in the future based on a notional principal amount.

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

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