DIFFERENTIAL SWAP


Meaning of DIFFERENTIAL SWAP in English

Swap between two L.I.B.O.R. rates of interest, e.g. yen L.I.B.O.R. for dollar L.I.B.O.R. Payments are in one currency.

Campbell R. Harvey. Hypertextual finance English glossary.      Английский словарь гипертекстовых финансов.