Swap Rate

/ˈswɑːp reɪt/

Definitions

  1. (n.) The fixed interest rate agreed upon in an interest rate swap contract, used to determine periodic payments exchanged between parties.
    The parties negotiated the swap rate to hedge against interest rate fluctuations.

Forms

  • swap rate
  • swap rates

Commentary

The swap rate is fundamental in financial and legal documents governing derivatives, serving as the benchmark rate for payment calculations in swap agreements.

This glossary is for general informational and educational purposes only. Definitions are jurisdiction-agnostic but reflect terminology and concepts primarily drawn from English and American legal traditions. Nothing herein constitutes legal advice or creates a lawyer-client relationship. Users should consult qualified counsel for advice on specific matters or jurisdictions.

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Amicus Docs | Swap Rate Definition