A type of swap for fixed payments or floating payments that contains a feature which allows the party to make fixed payments to extend the swap period if desired.
Related information about extendable swap:
- Extendable Swap Definition | Investopedia
An exchange of cash flows between two counterparties, one of whom pays interest at a fixed rate and one of whom pays interest at a floating rate, in which the ...
- What is extendable swap? definition and meaning
Definition of extendable swap: A type of swap for fixed payments or floating payments that contains a feature which allows the party to make fixed payments to ...
- Extendable Swap: Information from Answers.com
Extendable Swap An interest rate swap or cross-currency swap where one of the counter-parties has the right to extend the maturity of the swap on the same.
- Extendable Swaps
62. Extendable Swap. An extendable swap is just the opposite of a cancelable swap. It is a swap that has an option to lengthen the terms of the original swap.
- Systems and methods for extendable swap - Barclays Capital Inc.
Jul 21, 2009 ... A system and method for providing an extendable swap is provided. In a preferred embodiment, two parties enter into an ISDA Master ...
- Standardization Legend 2011- Rates - Final.doc
Interest Rate or Cross Currency callable or extendable swap, without additional features, where one side has the right to cancel or extend, based on a liquid ...
- Derivative Pricing - Lacima Group
Extendable swap. •. Floor. •. Floortion. •. Indexed swap. •. Indexed swing. •. Inter- regional swap. •. Participation swap. •. Swaption. •. Variable volume swap ...
- Title : The use of Volatility: impact on your treasury ... - Public Treasury
Extendable Swap – Client enters into a 10-years swap with Deutsche Bank paying a known fixed rate. ... Indicative terms for a 10y extendable swap by 40 years ...