An interest rate swap in which the notional principal increases over time according to a preset schedule. It is the opposite of an amortizing swap.
The setup coupon swap is also called an accreting swap and escalating swap.

Exogenous Risk
April 10, 2023
Stack
April 10, 2023
An interest rate swap in which the notional principal increases over time according to a preset schedule. It is the opposite of an amortizing swap.
The setup coupon swap is also called an accreting swap and escalating swap.