Basis swap
id:
basis-swap-260-18184877
title:
Basis swap
text:
A basis swap is an interest rate swap which involves the exchange of two floating rate financial instruments. A basis swap functions as a floating-floating interest rate swap under which the floating rate payments are referenced to different bases. The existence of a basis arises from demand and supply imbalances and where, for example, a basis is due for a borrower seeking dollars, this is indicative of a synthetic dollar interest rate in the FX market pricing higher than the direct dollar inte
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Basis_swap
date created:
date modified:
2023-09-29T06:44:45Z
main entity:
{"identifier":"Q4867579","url":"https://www.wikidata.org/entity/Q4867579"}
image:
fields total:
13
integrity:
13