A zero-coupon swap involves the exchange of cash flows where the fixed-rate side pays a lump sum at maturity. Learn its key features and valuation methods.

A callable swap allows one party to exchange fixed for variable rate cash flows but includes an option to terminate early, providing flexibility in financial contracts.

We're taking a snapshot of the Aussie interest rate swap curve and identify a c.50bp pa gap between the 10yr rate and our projected profile for 3mth bills. Comparing the US curve, we identify a choice ...

To continue reading this content, please enable JavaScript in your browser settings and refresh this page. Interest rates have been a persistent challenge for ...

By Nimesh Vora and Jaspreet Kalra MUMBAI, Jan 29 (Reuters) - Expectations of the rupee depreciating further are spilling over into India's rates market, with speculative offshore and hedging flows ...

NEW YORK, March 13 (Reuters) - Investors in U.S. interest rate options are paying a premium for trades that will pay off if there is a dramatic drop in interest rates, suggesting the derivatives ...