翻訳と辞書 Words near each other ・ Basis of estimate ・ Basis of Union ・ Basis of Union (Presbyterian Church of Australia) ・ Basis of Union (Uniting Church in Australia) ・ Basis path testing ・ Basis point ・ Basis point value ・ Basis pursuit ・ Basis pursuit denoising ・ Basis risk ・ BASIS Schools ・ BASIS Scottsdale ・ Basis set ・ Basis set (chemistry) ・ Basis set superposition error ・ Basis swap ・ Basis Technology Corp. ・ Basis theorem ・ Basis trading ・ Basisfjellet ・ Basisperma ・ Basissletta ・ Basista, Pangasinan ・ Basistha ・ Basistha Temple ・ Basistichus ・ Basistriga ・ Basiswar Sen ・ Basit ・ Basit (disambiguation) Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Basis swap ： ウィキペディア英語版 Basis swap A basis swap is an interest rate swap which involves the exchange of two floating rate financial instruments. A basis swap functions as a floating-floating interest rate swap under which the floating rate payments are referenced to different bases. ==Usage of basis swaps for hedging== Basis risk occurs for positions that have at least one paying and one receiving stream of cash flows that are driven by different factors and the correlation between those factors is less than one. Entering into a Basis Swap may offset the effect of gains or losses resulting from changes in the basis, thus reducing basis risk. # against exposure to currency fluctuations (for example, 1 mo USD LIBOR for 1 mo GBP LIBOR) # against one index in the favor of another (for example, 1 mo USD T-bill for 1 mo USD LIBOR) # different points on a yield curve (for example, 1 mo USD LIBOR for 6 mo USD LIBOR) 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Basis swap」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.