Float Float Single Currency Interest Rate Swap

From Open Risk Manual

Definition

Float Float Single Currency Interest Rate Swap. An interest rate swap that exchanges cashflows based on two different floating interest rates in the same currency


Synonyms

  • Float-Float Single-Currency Interest Rate Swap

Disclaimer

This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.