It stands for cross index basis swap; a swap to whose underlying interest rate index (usually LIBOR) the so-called quantization…
It stands for cross index basis swap; a swap to whose underlying interest rate index (usually LIBOR) the so-called quantization…
A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....
A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....
A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....
A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....
A swap to whose underlying interest rate index (usually LIBOR) the so-called quantization techniques are applied. In other words, this...