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Basis swaps - Definition and Overview |
| Related Words: Affirmation, Ambition, Angle, Aspiration, Assertion, Assumption, Axiom, Base, Basement, Bed, Bedding, Bedrock, Bottom, Burden, Call, Calling, Case, Causation, Cause |
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A basis swap is an interest rate swap which involving exchange of two floating rate financial instruments denominated in the same currency. A floating-floating interest rate swap under which the floating rate payments are referenced to different bases.
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