coupon swap

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• Coupon Swap —    ► See Swap …   Financial and business terms

• Zero Coupon Swap — An exchange of income streams in which the stream of floating interest rate payments is made periodically, as it would be in a plain vanilla swap, but the stream of fixed rate payments is made as one lump sum payment when the swap reaches… …   Investment dictionary

• Zero Coupon Swap —    An interest rate swap in which one party makes regular payments while the other party makes one lump sum payment, typically at the end of the contract.    ► See also Swap …   Financial and business terms

• coupon — 1) One of several dated slips attached to a bond, which must be presented to the agents of the issuer or the company to obtain an interest payment or dividend. They are usually used with bearer security; the coupon yield is the yield provided by… …   Big dictionary of business and management

• Circus Swap — A swap with the features of both a currency swap and an interest rate swap. Also known as cross currency swap or currency coupon swap . In circus swaps, loans in one currency with a fixed rate would be swapped for a floating rate loan in the… …   Investment dictionary

• 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

• Pure Yield Pickup Swap — A transaction in which bonds with lower returns are swapped for bonds with higher returns. With a pure yield pickup swap the sole purpose of the transaction is to increase yield, the new bonds will have a similar maturity and risk rating as the… …   Investment dictionary

• 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

• Zero Coupon Inflation Swap — An exchange of cash flows that allows investors to reduce or increase their exposure to the risk of a decline in the purchasing power of money. In a zero coupon inflation swap, which is a basic type of inflation derivative, an income stream that… …   Investment dictionary

• Taux zero-coupon — Taux zéro coupon En finance, un taux zéro coupon (aussi appelé taux spot) pour une date de départ et une durée donnée est le taux actuariel qu aurait une obligation ou un swap de mêmes caractéristiques temporelles mais ayant un coupon de 0 % …   Wikipédia en Français

• Taux zéro-coupon — En finance, un taux zéro coupon (aussi appelé taux spot) pour une date de départ et une durée donnée est le taux actuariel qu aurait une obligation ou un swap de mêmes caractéristiques temporelles mais ayant un coupon de 0 %. Courbe des taux …   Wikipédia en Français