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Swaps

Lessons

01

How Interest Rate Swaps Work?

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02

Details of an Interest Rate Swap Contract

An interest rate swap is an exchange of cash flows between two parties where party A pays a fixed rate and receives a floating rate and party B receives a fixed rate and pays the floating rate. An interest rate swap contract has the following characteristics:

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03

Synthetic Relationship Between Swaps and Derivatives

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04

Hedging Using Interest Rate Swaps

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05

What are Foreign Currency Swaps?

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06

What are Basis Swaps?

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07

What are Volatility Swaps?

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08

Swap Termination

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09

Equity Swap Example

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