An interest rate swap valuation method that views a swap as a series of cash flows for each of which...

A swap is a series of cash flows on two legs. At the trade date (which is assumed to be...

A swap valuation method which is used to price a vanilla interest rate swap. The value of the fixed leg...

An adjustment that is to be made to swap pricing to take account of the off-market requirements on a counterparty...

An adjustment that is to be made to swap pricing to take account of the off-market requirements on a counterparty...

An adjustment which is made to the price of a swap to account to a margin reflecting the potential loss...

It stands for interest rate swap valuation; a swap pricing method that is based either on regarding the swap's two...

A swap pricing method that is based either on regarding the swap's two legs as two bonds (this is the...