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Home        Knowledge Base        Equity Derivatives and Structured Products Glossary        Accreting

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Accreting

Search definitions        Search   Accreting A description, applicable to a variety of instruments, denoting that the notional principal increase successively over the life of the instrument, eg, caps, collars, swaps and swaptions. If the increase takes place in increments, the instrument may be known as a step-up. See also Amortising Posted by  Privatebanking.com     Back     Print     Email

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