It includes interest rate swap and currency swap ect.
主要有利率互换和货币互换等。
RMBY152 million of interest on foreign debt has been saved by using interest rate swap and currency swap.
通过利率掉期和货币掉期方法相结合为五凌公司节省外债利息1.52亿人民币。
The interest rate swap with which a trading adversary alternatively pay the fixed interest rate and floating rate.
一方交易对手交替支付固定利率和浮动利率的利率掉期。
Overnight Index swap an interest rate swap involving the overnight rate being exchanged for some fixed interest rate.
隔夜指数掉期指将隔夜利率交换成为若干固定利率的利率掉期。
Meanwhile, it introduces three kinds of financial derivative tools: Finance Future, Finance Option and Interest Rate Swap.
同时，介绍了期权、期货和利率互换三种金融衍生工具的实际应用。
Chapter 3 shows the situation at present of the domestic interest rate swap market and the transaction of several domestic commercial banks;
第三章介绍了国内利率互换市场的实际情况和主要商业银行的利率互换处理情况；
Then we try to summarize the points in relative research. Moreover, we analyze the pricing of interest rate swap in RMB from arbitrage point of view.
然后对国内外利率互换相关研究进行了文献的综述，并以此为切入点，从套利定价的角度分析了人民币利率互换的套利定价组合。
An interest rate swap in which one party makes regular payments while the other party makes one lump sum payment, typically at the end of the contract.
一种利率互换合约，合约一方定期支付利息，另一方则仅支付一次，通常是在合约的期末一次性支付。
The normal interest rate swap method is plain vanilla swap between floating rate and fixed rate. In substance, it is the cash flow swap between two interest payments.
利率互换最普遍的形式是浮动利率与固定利率之间的单纯利率互换，其实质就是将未来两组利息的现金流量进行互换。
Compared to mature markets of the developed countries, our interest rate swap market has just begun, the size of the market is still vey small, the market liquidity is very lack.
相比于发达国家成熟市场，我国利率互换市场规模比较小，流动性也不足。
A kind of interest rate swap which is one party makes regular interest payments on the other hand the other party makes one batch sum payment, typically at the end of the contract.
一种利率互换合约，参与者一方定期支付利息，另一方则仅在合约的期末一次性支付利息。
The whole process of currency swap and interest rate swap accounting and disclosure provide a practical application for thinking ideas of our financial instruments accounting standards.
对货币互换和利率互换会计核算、披露过程的完整展现为我国金融工具会计准则的实际应用提供了一个可供思考的思路。
However, interest rate swap exists the risk of law and policy, the risk of legal validity of the basic contracts, the risk of performing of contract duty, and the risk of interest rate itself.
但是，利率互换存在法律和政策风险、基础协议的效力风险、履约风险以及利率本身的风险。
The second alarm is the widening in the spread between LIBOR and the relatively risk-free interest rate known as OIS (overnight indexed swap).
[color=#0000FF]第二个警报是LIBOR与相对无风险利率，亦被称为OIS（隔夜指数掉期利率），两者的差距不断拉大。
Interest swap: an agreement to exchange floating rate payments for fixed-rate payments in the same currency.
利息掉期：在同一货币中，以浮动利率付息交换固定利率付息的协议。
Any interest rate cap, hurdle or swap or other hedging mechanisms relating to the foregoing.
及与之相关的利率封顶，障碍，物物交换或其他对冲机制。
The euro tranche, with a coupon of4.25 per cent, was priced to yield40 basis points over the swap rate a measure of the interest charged by Banks when lending to each other.
此次欧元债券的票面利率为4.25%其定价较掉期利率贴水40个基点，所谓掉期利率指的是银行间相互借贷时的利率指标。
The euro tranche, with a coupon of4.25 per cent, was priced to yield40 basis points over the swap rate a measure of the interest charged by Banks when lending to each other.
此次欧元债券的票面利率为4.25%其定价较掉期利率贴水40个基点，所谓掉期利率指的是银行间相互借贷时的利率指标。
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