swap reversal

swap reversal
An interest rate swap designed to end a counterparty's role in another interest rate swap, accomplished by counterbalancing the original swap in maturity, reference rate, and notional principal amount. Bloomberg Financial Dictionary

Financial and business terms. 2012.

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  • Обратный своп — своп процентных ставок, построенный таким образом, чтобы завершиться участием противоположной стороны в другом свопе процентных ставок, компенсирующим первоначальный своп по срокам исполнения, курсу и условной основной сумме кредитного… …   Финансовый словарь

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