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basis swap

  • 基准掉期

专业释义英英释义

  • 基准掉期

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Basis swap

  • abstract: A basis swap is an interest rate swap which involves the exchange of two floating rate financial instruments. A basis swap functions as a floating-floating interest rate swap under which the floating rate payments are referenced to different bases.

以上来源于: WordNet

双语例句原声例句权威例句

  • I remember when interest rate swap accounting was done on a different market security basis.

    记得利率记账法,不同证券市场施行时。

    youdao

  • 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4.25%其定价较掉期利率贴水40个基点,所谓期利率指银行间相互借贷利率指标

    youdao

  • For example, the Credit Default Swap rate for Spain has dropped by 140 basis points since reaching a peak earlier this month of 360 basis points.

    比如西班牙债券违约掉期利率月初触及360个基点顶点以来,下跌了140个基点。

    youdao

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