A swaplet that constitutes an agreement in which one counterparty makes floating rate payments based on a foreign forward rate...

The risk that a counterparty to a swap will not make a due payment on a specific reset day. Differently...

The risk that a counterparty to a swap will not make a due payment on a specific reset day. Differently...

One payment/ trade of a series of swap payments or forward rate agreement (FRA) trades. Each swaplet starts when the...