Main category
Economics (General Management)
Abstract
Variable rate swap is an interest rate swap that has two legs: one fixed rate leg and a variable rate leg. The variable leg involves fixed rate payments for an initial period of time and a floating rate for the rest. The floating rate on that portion is defined as a minimum of two index rates. The fixed rate leg is similar to a fixed rate bond.
Further reading
https://ia601404.us.archive.org/30/items/variableSwap/variableSwap.pdf
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