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单词 Swap rate
释义

Swap rate

原声例句
《金融时报》 Podcast

Well, that's simply down to the, to swap rate.

好吧,这完全取决于掉期利率。

《金融时报》 Podcast

So what we've seen is now swap rates have fallen again.

所以我们现在看到的是掉期利率再次下降。

《金融时报》 Podcast

So you've got a five-year swap rate at 3.52 at the moment.

因此,目前五年期掉期利率为 3.52。

《金融时报》 Podcast

Now, for lenders working on their pricing, and it's not quite as exact as this, but they take swap rates as a good basis of how they price their funds and their products.

现在,对于从事定价工作的贷方来说,它并不像这那么精确,但他们将掉期利率作为他们如何为资金和产品定价的良好基础。

英语百科

Swap rate

Swap rate is the fixed rate that receiver demands in exchange for the uncertainty of having to pay the short-term LIBOR (floating) rate over time. At any given time, the market’s forecast of what LIBOR will be in the future is reflected in the forward LIBOR curve. At the time of the swap agreement, the total value of the swap’s fixed rate flows will be equal to the value of expected floating rate payments implied by the forward LIBOR curve. As forward expectations for LIBOR change, so will the fixed rate that investors demand to enter into new swaps. Swaps are typically quoted in this fixed rate, or alternatively in the “swap spread,” which is the difference between the swap rate and the U.S. Treasury bond yield (or equivalent local government bond yield for non-U.S. swaps) for the same maturity.

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更新时间:2025/6/18 6:25:18