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Interest Rate Swap
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Interest Rate Swap Generically, a fixed rate for floating rate swap in a single currency, but including any swap with payments on both sides determined by interest rate levels. Also called Swap de Taux D'Intérêt. See Amortizing Swap, Swap, Asset Swap, Fixed-Floating Swap, Rate Differential Swap (diagram). See also LIBOR In-Arrears Swap.
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