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Swap Reversal |
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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. Swap Reversal An interest rate swap with the exact opposite terms as another interest rate swap. An investor makes a swap reversal in order to close the position in the interest rate swap she already has. Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content. |
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