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swap reversal
An interest rate swap designed to end a counterparty's role in another interest rate swap, accomplished by counterbalancing the original swap in maturity, reference rate, and notional amount.
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- Part of Speech: noun
- Synonym(s):
- Blossary:
- Industry/Domain: Financial services
- Category: General Finance
- Company: Bloomberg
- Product:
- Acronym-Abbreviation:
Other Languages:
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