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In-Arrears Swap

An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined…

Average Rate Swap

A type of in-arrears swap in which the receiver leg pays coupons depending on the average of an underlying reference...

LIBOR-In-Arrears Swap

An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined...