Interest Rate Swaps

An interest rate swap (IRS) is a popular and highly liquid financial derivative instrument in which two parties agree to exchange interest rate cash flows, based on a specified notional amount from a fixed rate to a floating rate (or vice versa) or from one floating rate to another. Interest rate swaps are commonly used for both hedging and speculating.
Posts about Interest Rate Swaps
  • Bloomberg and UBS clash over Sef aggregation

    … mentioned that [Bloomberg] has an order book but that it has not seen much activity in interest rate swaps. We would love to connect to that order book, Nathan, but I think there are some impartial access issues there. We need to see some enforcement of the impartial access guidelines put forth before we see the full spectrum of order book trading…

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