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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