viernes, 2 de junio de 2017

Desde Investopedia


Interest Rate Swap
An interest rate swap is an agreement between two counterparties in which one stream of future interest payments is exchanged for another based on a specified principal amount. Interest rate swaps usually involve the exchange of a fixed interest rate for a floating rate, or vice versa, to reduce or increase exposure to fluctuations in interest rates or to obtain a marginally lower interest rate than would have been possible without the swap.
Breaking it Down:
A swap can also involve the exchange of one type of floating rate for another, which is called a basis swap. Interest rate swaps are the exchange of one set... Read More

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