Overview

forward swap points


Related Overviews

 

'forward swap points' can also refer to...

 

More Like This

Show all results sharing this subject:

  • Economics

GO

Show Summary Details

Quick Reference

The eurocurrency deposit interest rate differential between two currencies for a given forward value date expressed in foreign exchange terms. The formula to derive swap points knowing the relevant eurocurrency deposit rates is.

[...]

Subjects: Economics.


Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.