Accrual Swap

An interest rate swap where interest on one side accrues only when a certain condition is met.

Corridor Accrual Swap
An accrual swap with interest accruing on one side only when the index price or rate falls within a fixed width range which may be reset at the start of each payment period, moving up or down with spot or forward prices or rates.

© 2022 Better Solutions Limited. All Rights Reserved. © 2022 Better Solutions Limited Top