A specific type of interest rate swap, where the interest rates exchanged are based on different money markets or currencies.
Related information about basis swap:
- Basis swap - Wikipedia, the free encyclopedia
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 ...
- Basis Swap
A basis swap is a floating-floating interest rate swap. A simple example is a swap of 1-month USD Libor for 6-month USD Libor. This might be used to customize ...
- Euro-Dollar Basis Swap Cost at 2008 Crisis Levels - MarketBeat - WSJ
Nov 16, 2011 ... Elevated concerns about the fate of the euro zone sent a widely tracked measure of European funding costs to levels not seen since the 2008 ...
- Basis swap: Definition from Answers.com
Basis Swap Swap agreement involving exchange of two floating rate financial instruments denominated in the same currency, one pegged to one reference rate.
- Basis Swap News - Bloomberg
Breaking news about Basis Swap. Find the latest articles, videos, photos and blogs about Basis Swap.
- Basis Swap Valuation « Derivatives ONE
A basis swap is the exchange of two floating rate interest streams of different payment basis. The different basis, can be either the payment frequency, day count ...
- What is basis swap? definition and meaning
Definition of basis swap: A specific type of interest rate swap, where the interest rates exchanged are based on different money markets or currencies.
- Euro Basis Swap Perspectives | ZeroHedge
Nov 30, 2011 ... We noted early the lackluster improvement in the EUR-USD cross-currency basis swap, especialy compared to its trend and previous crisis ...