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Rate Fixing Date

The date on which the periodic payment terms and conditions of a swap agreement are established. In other words, the rare fixing...

RPI Swap

A swap which involves an exchange of interest calculated by reference to the Retail Prices Index (RPI) and another reference...

Accrual Factor

Typically, the total amount of interest that a depositor receives is calculated by multiplying the applicable floating rate (say, LIBOR) by...