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Home        Knowledge Base        Equity Derivatives and Structured Products Glossary        Delayed reset swap

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Delayed reset swap

Search definitions        Search   Delayed reset swap Also known as an in-arrears Swap. A Swap in which floating payment is based on the Future, rather than present, value of the reference rate. For six-month delayed Libor reset swaps, for example, instead of fixing Libor six months and two days before the payment date, the floating-rate borrower delays fixing until two days before payment. Such swaps are popular in a steep Yield curve environment, when a fixed-rate receiver may think rates Will not rise as fast as the Yield curve predicts. Posted by  Privatebanking.com     Back     Print     Email

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