Filter by Categories
Accounting
Banking

Treasury Rate Index Principal Swap

An index principal swap in which the floating rate leg is based on the treasury bill auction rate (usually the…

Treasury Linked Swap

Broadly speaking, a swap that is linked to the performance of treasury securities (T-bills, t-notes). Actually, however, the treasury-linked swap...

TRIPS

It stands for treasury rate index principal swap; an index principal swap in which the floating rate leg is based...