A type of interest rate swap which pays a floating payment, based on the time-sensitive interest rate at the end of the period, often used by speculators attempting to predict the yield curve.
Related information about arrears swap:
- Arrears Swap Definition | Investopedia
An interest rate swap in which the floating payment is based on the interest rate at the end of the period. The payment is made at the end of the period, ...
- Arrears - Wikipedia, the free encyclopedia
A LIBOR-in-arrears swap is an interest rate swap that sets and pays interest in arrears. ... In a LIBOR-in-arrears swap, the interest rate is determined at the time of ...
- What is ARREARS SWAP - The Law Dictionary
Definition of ARREARS SWAP : An INTEREST RATE SWAP with a floating INTEREST RATE that is set in arrears rather than in advance; thus, the rate may be ...
- Arrears Swap: Definition from Answers.com
Arrears Swap An interest rate swap in which the floating payment is based on the interest rate at the end of the period.
- LIBOR-in-Arrears Swap
Similar financial terms. Amortizing swap. An interest rate swap with a decreasing notional principal amount. Volatility swap. A volatility swap is a financial ...
- What is arrears swap? definition and meaning
Definition of arrears swap: A type of interest rate swap which pays a floating payment, based on the time-sensitive interest rate at the end of the period, often ...
- In-Arrears Swap
Also called Arrears Swap, Back End Set Swap, Delayed Reset Swap, Swap-In- Arrears (SIA), LIBOR In-Arrears Swap, Reset Swap. See also Choice LIBOR ...
- Risk Latte - LIBOR in Arrears Swap – Again?
LIBOR in Arrears Swap – Again? Team Latte Mar 17, 2005. We recently came across a structure offered by a mid-sized European bank to some corporate clients ...