Hedging arrangement in which one party exchanges one cash flow with another party's cash flow on specified dates for a specified period. These cash flows are associated with a debt index, equity (stock) index, or any asset or price index. An index swap is a variant of the conventional fixed-rate swap, and its terms may range from three months to a year or more.
Related information about index swap:
- What is index swap? definition and meaning
Definition of index swap: Hedging arrangement in which one party ... An index swap is a variant of the conventional fixed-rate swap, and its terms may range ...
- Overnight Index Swap Definition | Investopedia
An overnight index swap uses an overnight rate index, such as the Federal Funds Rate, as the underlying for its floating leg, while the fixed leg would be set at ...
- Overnight indexed swap - Wikipedia, the free encyclopedia
An overnight indexed swap (OIS) is an interest rate swap where the periodic floating rate of the swap is equal to the geometric average of an overnight index rate ...
- Index Swap - Financial Dictionary - The Free Dictionary
Definition of Index Swap in the Financial Dictionary - by Free online English dictionary and encyclopedia. What is Index Swap? Meaning of Index Swap as a ...
- €ONIA Swap Index - Euribor-EBF
overnight index swap (OIS) swap market, with the development of new products derived from the. EONIA Swap Index currently in progress. 1 Euribor® ...
- Overnight Index Swap (OIS)
An overnight index swap (OIS) is an over-the-counter* derivative in which two parties agree to exchange, or swap, for an agreed period, a fixed interest rate ...
- ASX 3 Month Overnight Index Swap Futures - Australian Securities ...
ASX has launched the 3 Month Overnight Index Swap (OIS) Futures contract on 27 February 2012, complementing the suite of short term interest rate products ...
- Montréal Exchange - Overnight Index Swap Futures (OIS)
OIS-MXTM – Overnight Index Swap Futures. Underlying. The compounded daily overnight repo rate (CORRA) quoted in terms of an overnight repo rate index.