Sep 192020
 

A swap in which the PV of the fixed leg cashflows is equal to the PV of the floating leg cashflows (it has zero NPV). In other words, a par swap is a fair exchange of cashflows. A par swap would have a zero NPV at inception

Visit BankingGlossary.co.uk for Finance terms. Learn explanations of banking words like Par Swap every day. You will start to leap ahead of your peers and will earn a top salary.

Comments

Are you still unsure what the meaning is of ‘Par Swap’? If so, comment below and I will try to respond via this page as soon as possible.

 Leave a Reply

You may use these HTML tags and attributes: <a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <cite> <code> <del datetime=""> <em> <i> <q cite=""> <s> <strike> <strong>

(required)

(required)