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Setup Coupon Swap

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Risk Management

Exogenous Risk

April 10, 2023
Derivatives

Stack

April 10, 2023

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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.

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  • Accreting Swap
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  • Setup Coupon Swap
Setup Coupon Swap

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