OTC Interest Rate Options and Swaps

IRS net settlement

Delivery of the settlement amount on the fixing date to the floating rate payer by the fixed rate payer when the value of the fixed payment exceeds th [...]

IRS net settlement2020-04-27T15:00:59+02:00

IRS settlement

The periodic net payment equaling the difference between the floating rate and fixed rate adjusted for day-count conventions and multiplied by the not [...]

IRS settlement2020-04-27T15:00:59+02:00
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