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About: Amortising swap     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : yago:TransferredProperty113252973, within Data Space : dbpedia.demo.openlinksw.com associated with source document(s)

Type: yago:Abstraction100002137yago:Charge113306870yago:Cost113275847yago:InterestRate113319032yago:Outgo113275288yago:Possession100032613yago:Rate113325010yago:Relation100031921yago:WikicatInterestRatesyago:TransferredProperty113252973 New Facet based on Instances of this Class

An Amortising swap is usually an interest rate swap in which the notional principal for the interest payments declines (i.e. is paid down) during the life of the swap, perhaps at a rate tied to the prepayment of a mortgage or to an interest rate benchmark such as the London Interbank Offered Rate (Libor). It is the opposite of the accreting swap.If the swap allows for uncertain contingent ups and downs in the notional principal, it is called a "roller-coaster swap".