interest rate swap

Chapter 3 explains interest rate swap pricing model based on mutual default risk.

第3章基于双方违约风险的利率互换定价模型。

A dollar swap spread is the swap rate less the interest rate on U. S. Treasury debt of the same maturity.

美元掉期利差即为掉期利率减去相同期限的美国国债利率。

To Make Interest Rate Swap Function well by Reforming Mechanism

利率互换的功能发挥与机制建设

When valuing the CBAS, we take the counterparty risk embedded in the interest rate swap into consideration.

在对CBAS定价的时候，我们也考虑到利率互换中的交易对手风险。

A kind of interest rate swap which is one party makes regular interest payments on the other hand the other party makes one batch sum payment, typically at the end of the contract.

一种利率互换合约，参与者一方定期支付利息，另一方则仅在合约的期末一次性支付利息。

Pricing of Interest Rate Swap under Default Risk

违约风险条件下利率互换合约的定价

The successful application of theories to practice shows the applicability and availability of the interest rate swap and currency swap along with their pricing theories in the foreign debt management in Chinese enterprises.

理论在实际案例中的成功运用充分说明了利率掉期与货币掉期及其定价原理在中国企业外债风险问题上的适用性和有效性。

Meanwhile, it introduces three kinds of financial derivative tools: Finance Future, Finance Option and Interest Rate Swap.

同时，介绍了期权、期货和利率互换三种金融衍生工具的实际应用。

Nominal interest rate swap futures votes from the current 6 % to an annual 4 %.

掉期期货名义息票将从目前的每年6%降至4%.