- single index swap
- Финансы: сделка свопа едиными индексами, своп едиными индексами
Универсальный англо-русский словарь. Академик.ру. 2011.
single index swap
Смотреть что такое "single index swap" в других словарях:
Equity swap — An equity swap is a swap where a set of future cash flows are exchanged between two counterparties. The two cash flows are usually referred to as legs . One of these cash flow streams can be pegged to floating rate of interest or pay a fixed rate … Wikipedia
Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity … Wikipedia
Compare-and-swap — In computer science, the compare and swap (CAS) CPU instruction is a special instruction that atomically compares the contents of a memory location to a given value and, only if they are the same, modifies the contents of that memory location to… … Wikipedia
Interest 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… … Wikipedia
Constant 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… … Wikipedia
Credit default swap index — A credit default swap index is a credit derivative used to hedge credit risk or to take a position on a basket of credit entities. Unlike a credit default swap, which is an over the counter credit derivative, a credit default swap index is a… … Wikipedia
Dividend swap — A dividend swap is an over the counter financial derivative contract (in particular a form of swap). It consists of a series of payments made between two parties at defined intervals over a fixed term (e.g., annually over 5 years). One party the… … Wikipedia
Loan Credit Default Swap Index — The Loan Credit Default Swap Index (LCDX) is a loan only credit default swap index created by CDS Index Company (CDSIndexCo) [ [http://www.forbes.com/opinions/2007/08/06/croesus chronicles indexes oped cz rl 0807croesus.html Profiting From The… … Wikipedia
total return swap — (TRS) A total return swap or total rate of return swap is a bilateral contract where one party receives the total return on a reference asset in exchange for paying the other party a periodic cash flow, typically a floating rate such as a LIBOR… … Law dictionary
total rate of return swap — total return swap (TRS) A total return swap or total rate of return swap is a bilateral contract where one party receives the total return on a reference asset in exchange for paying the other party a periodic cash flow, typically a floating rate … Law dictionary
Correlation swap — A correlation swap is an over the counter financial derivative that allows one to speculate on or hedge risks associated with the observed average correlation, of a collection of underlying products, where each product has periodically observable … Wikipedia
