Advertising

The imm swap

• A swap of 1-year fixed against 3-month LIBOR, where the 3-month rate floats. The start, end, and intermediate reset dates are set to coincide with the dates on four successive IMM contracts for 3-month Eurodollars.

 
 

Follow this link for all the terms related to swap.

 
 Embedded terms in definition
 Eurodollars
Imm
Libor
Reset date
Reset
Swap
 
 Related Terms
 

<< The exchange Theoretical futures price >>

Getting Your Finances Ready for Your Golden Years: If you're seriously considering retirement, you also should be seriously thinking about how to ensure that your financial life is as comfortable and stress-free as possible. Here are a few tips. More...

Change before you have to. - Jack Welch

Advertising



Copyright 2009-2019 GVC. All rights reserved.