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Glossary > D > "Differential swap" Definition

Differential swap

Swap between two L.I.B.O.R. rates of interest, e.g. yen L.I.B.O.R. for dollar L.I.B.O.R. Payments are in one currency.

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Differential swap - Swap between two L.I.B.O.R. rates of interest, e.g. yen L.I.B.O.R. for dollar L.I.B.O.R. Payments are in one currency.

Differential swap : swap between two l.i.b.o.r. rates of interest, e.g. yen l.i.b.o.r. for dollar l.i.b.o.r. payments are in one currency.