plain vanilla swap

plain vanilla swap
  Tipologia di swap sui tassi d'interesse. Una delle controparti riceve un pagamento legato al Libor, su un periodo che varia da tre mesi a un anno, e paga un premio aggiungendo uno spread al rendimento di una particolare categoria di titoli di Stato, tenendo conto della variabile relativa alla volatilità del mercato.

Glossario di economia e finanza. 2011.

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  • Plain Vanilla Swap — The most basic type of forward claim that is traded in the over the counter market between two private parties, usually firms or financial institutions. There are several types of plain vanilla swaps, such as the plain vanilla interest rate swap …   Investment dictionary

  • plain vanilla swap — /ˌpleɪn vəˌnɪlə swɒp/ noun an interest rate swap, where a company with fixed interest borrowings may swap them for variable interest borrowings of another company …   Dictionary of banking and finance

  • plain vanilla swap — See: fixed for floating swap …   Financial and business terms

  • Plain vanilla — A term that refers to a relatively simple derivative financial instrument, usually a swap or other derivative that is issued with standard features. The New York Times Financial Glossary * * *    Standard financial or derivative instruments… …   Financial and business terms

  • plain vanilla — Simple; not complex. Sometimes used to differentiate pass through MBS pools from CMO structures. More often used to mean sequential pay REMICs, the simplest REMIC structure. American Banker Glossary A term that refers to a relatively simple… …   Financial and business terms

  • vanilla — /və nɪlə/ noun ⇒ plain vanilla swap …   Dictionary of banking and finance

  • SWAP — (finance) Le swap (de l anglais to swap : échanger) ou l échange financier (J.O. du 31 janvier 1990) est un produit dérivé financier. Il s agit d un contrat d échange de flux financiers entre deux parties, qui sont généralement des banques… …   Wikipédia en Français

  • Swap (économie) — Swap (finance) Le swap (de l anglais to swap : échanger) ou l échange financier (J.O. du 31 janvier 1990) est un produit dérivé financier. Il s agit d un contrat d échange de flux financiers entre deux parties, qui sont généralement des… …   Wikipédia en Français

  • Swap de taux d'interet — Swap de taux d intérêt Les swaps de taux d intérêt (en anglais : Interest Rate Swaps ou IRS) sont un produit dérivé financier, dont l appellation officielle en français est « contrat d échange de taux d intérêt ». Voir les articles …   Wikipédia en Français

  • Swap (finance) — For the Thoroughbred horse racing champion, see: Swaps (horse).In finance, a swap is a derivative in which two counterparties agree to exchange one stream of cash flows against another stream. These streams are called the legs of the swap.The… …   Wikipedia

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