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Callable Inverse Swap
- Author(s):
- Tim Xiao (see profile)
- Date:
- 2022
- Group(s):
- Business Management
- Subject(s):
- Derivative securities, Derivative securities--Valuation--Mathematical models
- Item Type:
- Essay
- Tag(s):
- callable, callable swap, callable inverse swap
- Permanent URL:
- https://doi.org/10.17613/9rey-td65
- Abstract:
- A Callable Inverse Floating Rate Swap is a forward swap agreement with an option of canceling the swap each year starting from several years in future.
- Notes:
- https://finpricing.com/lib/EqCallable.html
- Metadata:
- xml
- Status:
- Published
- Last Updated:
- 1 year ago
- License:
- Attribution
- Share this:
Open access, open source, open to all
callableinverseswap.pdf