The swap rate curve C i is a par yield …

根据平价收益率曲线给出的适当贴现率。在选择互换…

The swap rate is the margin between the forward exchange rate and the spot rate.

期率是指远期交易率和即期交易率之间的差额。

These worries are also reflected in the premium that banks pay to borrow euros for three months compared with a risk-free swap rate.

这种担忧也反映在银行在借贷欧元的溢价和无风险借贷利率差异上。

The market is still expecting 3 rate hikes this year, and the 3-month GBP swap rate has started to rise again after a sharp drop yesterday.

市场仍预期今年加息三次，3个月英镑掉期利率继昨天急跌之后开始再次上涨。

For example, the Credit Default Swap rate for Spain has dropped by 140 basis points since reaching a peak earlier this month of 360 basis points.

比如，西班牙债券违约掉期利率自月初触及360个基点的顶点以来，下跌了140个基点。

The euro tranche, with a coupon of4.25 per cent, was priced to yield40 basis points over the swap rate a measure of the interest charged by Banks when lending to each other.

此次欧元债券的票面利率为4.25%其定价较掉期利率贴水40个基点，所谓掉期利率指的是银行间相互借贷时的利率指标。

Borrowers on floating (variable) rates could swap with those on a fixed rate.

浮动利率(变化利率)借款人可以与那些固定利率的借款人进行掉期。

The second alarm is the widening in the spread between LIBOR and the relatively risk-free interest rate known as OIS (overnight indexed swap).

[color=#0000FF]第二个警报是LIBOR与相对无风险利率，亦被称为OIS（隔夜指数掉期利率），两者的差距不断拉大。

That at any rate is the market view, according to the price of a credit-default swap which pays out if the borrower defaults (see chart).

至少，这是市场的看法，这是根据如果借款人违约而需要支付的信用违约掉期的价格而得出的结论（见图表）。

I remember when interest rate swap accounting was done on a different market security basis.

我记得利率会换记账法，在不同的证券市场施行时。

These bond issuers would rather swap their fixed-rate obligations for floating-rate ones.

债券发行者往往比较愿意将他们的固定利率的债务交换成浮动利率的债务。

Any interest rate cap, hurdle or swap or other hedging mechanisms relating to the foregoing.

及与之相关的利率封顶，障碍，物物交换或其他对冲机制。

Interest swap: an agreement to exchange floating rate payments for fixed-rate payments in the same currency.

利息掉期：在同一货币中，以浮动利率付息交换固定利率付息的协议。

Meanwhile, it introduces three kinds of financial derivative tools: Finance Future, Finance Option and Interest Rate Swap.

同时，介绍了期权、期货和利率互换三种金融衍生工具的实际应用。

Overnight Index swap an interest rate swap involving the overnight rate being exchanged for some fixed interest rate.

隔夜指数掉期指将隔夜利率交换成为若干固定利率的利率掉期。

The normal interest rate swap method is plain vanilla swap between floating rate and fixed rate. In substance, it is the cash flow swap between two interest payments.

利率互换最普遍的形式是浮动利率与固定利率之间的单纯利率互换，其实质就是将未来两组利息的现金流量进行互换。

The interest rate swap with which a trading adversary alternatively pay the fixed interest rate and floating rate.

一方交易对手交替支付固定利率和浮动利率的利率掉期。

The swap market in Hong Kong plays an important role in channelling funds. it is also a highly efficient indicator of confidence in the linked exchange rate.

本港的掉期市场是资金中转的重要渠道，亦是有效反映市场对联系汇率信心的指标。

The swap market in hong kong plays an important role in channelling funds. it is also a highly efficient indicator of confidence in the linked exchange rate .

本港的掉期市场是资金中转的重要渠道，亦是有效反映市场对联系汇率信心的指标。

This kind of swap gives the party who pays at fixed rate the right to cease swap before a agreed period. It also means that the party paying at fixed rate buy the option of swap.

这种互换给与支付固定利率的一方在双方约定的期限以前终止互换的权利，也就相当于支付固定利率的一方购买了互换的买方期权。

To arbitrage the two markets, these companies accept renminbi as payment from Chinese importers, then swap the cash into dollars at the more attractive offshore exchange rate.

为了在两个市场间进行套利，这些公司从中国进口商那里接受人民币付款，然后以更具吸引力的离岸汇率将其兑换成美元。

A kind of interest rate swap which is one party makes regular interest payments on the other hand the other party makes one batch sum payment, typically at the end of the contract.

一种利率互换合约，参与者一方定期支付利息，另一方则仅在合约的期末一次性支付利息。

It includes interest rate swap and currency swap ect.

主要有利率互换和货币互换等。

However, interest rate swap exists the risk of law and policy, the risk of legal validity of the basic contracts, the risk of performing of contract duty, and the risk of interest rate itself.

但是，利率互换存在法律和政策风险、基础协议的效力风险、履约风险以及利率本身的风险。

Compared to mature markets of the developed countries, our interest rate swap market has just begun, the size of the market is still vey small, the market liquidity is very lack.

相比于发达国家成熟市场，我国利率互换市场规模比较小，流动性也不足。

Foreign Forward, foreign Swap and foreign Futures are the most popular financial instruments of managing foreign exchange rate risk.

目前国际上流行的汇率对冲工具有外汇远期合同、掉期和外汇期货。

Then we try to summarize the points in relative research. Moreover, we analyze the pricing of interest rate swap in RMB from arbitrage point of view.

然后对国内外利率互换相关研究进行了文献的综述，并以此为切入点，从套利定价的角度分析了人民币利率互换的套利定价组合。

The whole process of currency swap and interest rate swap accounting and disclosure provide a practical application for thinking ideas of our financial instruments accounting standards.

对货币互换和利率互换会计核算、披露过程的完整展现为我国金融工具会计准则的实际应用提供了一个可供思考的思路。

An interest rate swap in which one party makes regular payments while the other party makes one lump sum payment, typically at the end of the contract.

一种利率互换合约，合约一方定期支付利息，另一方则仅支付一次，通常是在合约的期末一次性支付。