Why is it desirable to receive fixed on a zero coupon swap, and undesirable to pay fixed on a zero coupon swap?
How to account for the credit spread ( e.g. LIBOR + 2%) when using the Multicurve Methodology in valuing a Swap
When a bank enters a swap with a counterparty, when does it decide to use a OIS curve as its CSA Term, versus a counterparty specific "CSA Curve"?
What is the difference between a cleared interest rate swap and a OTC interest rate swap with collateral in theory
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