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quality swap

См. также в других словарях:

  • Quality Spread Differential — (QSD) arises during an interest rate swap in which two parties of different levels of creditworthiness experience different levels of interest rates of debt obligations. A positive QSD means that a swap is in the interest of both… …   Wikipedia

  • Quality Spread Differential - QSD — In an interest rate swap, the difference between the interest rates of debt obligations offered by two parties of different creditworthiness that engage in the swap. A swap transaction is considered beneficial to both parties only when the QSD is …   Investment dictionary

  • Swap — Traditionally, the exchange of one security for another to change the maturity (bonds), quality of issues (stocks or bonds), or because investment objectives have changed. Recently, swaps have grown to include currency swaps and interest rate… …   Investment dictionary

  • Quality option — Also called the swap option, the seller s choice of deliverables in Treasury Bond and Treasury note futures contract. Related: cheapest to deliver issue …   Financial and business terms

  • Swap option — See:Swaption. Related: Quality option. The New York Times Financial Glossary …   Financial and business terms

  • quality option — Gives the seller choice of deliverables in Treasury bond and Treasury note futures contracts. Also called the swap option. Related: cheapest to deliver issue. Bloomberg Financial Dictionary …   Financial and business terms

  • swap option — See: Swaption. Related: Quality option. Bloomberg Financial Dictionary …   Financial and business terms

  • Debt-for-nature swap — Debt for nature swaps are financial transactions in which a portion of a developing nation s foreign debt is forgiven in exchange for local investments in environmental conservation measures. Contents 1 History 2 How Debt for Nature Swaps Work 3… …   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

  • Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity …   Wikipedia

  • Intermarket Spread Swap — A swap transaction meant to capitalize on a yield discrepancy between bond market sectors. Intermarket spread swaps are based upon expectations of yield spreads between different bond sectors or spots on the yield curve. By entering a swap,… …   Investment dictionary

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