network profile
| bio | website | |
|---|---|---|
| location | Class | |
| age | ||
| visits | member for | 6 months |
| seen | Feb 27 at 14:10 | |
| stats | profile views | 12 |
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Feb 27 |
comment |
How to hedge the fixed leg of a swap contract? Recently there's a new instrument called swap futures. What is the use of them compared to a usual vanila Swap? (in terms of Bonds) |
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Feb 25 |
comment |
How to hedge the fixed leg of a swap contract? deliver? but then for this swap he is required to make periodic payments, not just one time like a zero.. So uf he is being hedged by a futures in the otherside, how can he make periodic payments? An example or an article to read, try out few calculations would be appreciated |
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Feb 25 |
comment |
How to hedge the fixed leg of a swap contract? Thanks Freddy. +1. I understand the basuc swap structure (fixed leg, variable leg). Now when you say *such fixed leg player is paying fixed rate and receiving fixed on other assets, hence fully hedged." I assume you meant to say an instituitional player. What if it is a retailer who ONLY did this swap and after sometime alobg this contract, he know he has been paying high rate. How can he lower what he is paying? What other assets can he use? Does it mean a futures, as it locks the price of something that he would |
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Feb 25 |
asked | How to hedge the fixed leg of a swap contract? |
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Feb 21 |
comment |
Is there an Australian Interbank Rate? Hello everyone, @Freddy and Phil H, I will need to review and diegest the information in this answer, please allow me sometime. :) |
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Feb 21 |
comment |
Is there an Australian Interbank Rate? What about a cross currency swap? e.g. SGD/AUD assuming fix leg is in SGD and variable on AUD, what could be used? AUD Libor or BBSW? (ps: didn't notice there has been other answers here) [also with reference to your comment on : Good point, I didn't think the questions was about actual interbank lending, who does that these days? The swap market dwarfs depos. I just assumed the question was about fixings] |
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Feb 17 |
awarded | Scholar |
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Feb 17 |
comment |
Is there an Australian Interbank Rate? Thanks Freddy. I was searching online to notice a particular named rates for Australia. I saw the norm Australian Dollar LIBOR rates, then I had the impression it's talking about LIBOR again.. So is it correct to concluse that there's no dedicated local name for Australian Interbank Rate? Appreciate the additional points as well. |
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Feb 17 |
accepted | Is there an Australian Interbank Rate? |
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Feb 17 |
awarded | Citizen Patrol |
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Feb 17 |
awarded | Commentator |
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Feb 17 |
revised |
interbank-rates wiki description added 695 characters in body |
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Feb 17 |
revised |
interbank-rates wiki excerpt added 70 characters in body |
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Feb 17 |
awarded | Organizer |
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Feb 17 |
revised |
Why does the future price dominate the forward price and why doesn't the long rate fall? edited tags |
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Feb 17 |
wiki | created interbank-rates description |
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Feb 17 |
wiki | created interbank-rates excerpt |
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Feb 17 |
suggested | suggested edit on interbank-rates tag wiki |
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Feb 17 |
suggested | suggested edit on interbank-rates tag wiki excerpt |
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Feb 17 |
asked | Is there an Australian Interbank Rate? |
