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Presentation . 2023
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Other literature type . 2023
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Equity for Float Swap Valuation

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 11 Jan 2023Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7526526 , 10.5281/zenodo.7526525

Equity for Float Swap Valuation

Abstract

An equity-for-float swap is an agreement between two counterparties to exchange the dividends and capital gains realized on an equity portfolio for a floating rate of interest. When the reset dates for the equity leg and for the floating leg are different, a new dividend payment option is now available, where the user can specify that dividends be paid according to the floating payment dates.

https://ia904700.us.archive.org/27/items/partial-payoff-swap/PartialPayoffSwap.pdf

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Equity for Float Swap Valuation

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
views
OpenAIRE UsageCountsViews provided by UsageCounts
downloads
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